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Pengdu Agriculture & Animal Husbandry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pengdu Agriculture & Animal Husbandry Co Ltd S0GARCH
paramt-stat
ω1.02343.30
α0.16965.81
β0.647412.66
γ1-0.1617-0.22
γ2-0.1188-0.12
γ31.12041.76
γ4-2.2852-3.44
γ52.90354.80
γ6-2.0411-3.88
γ70.43260.71
γ80.51710.92
γ9-0.6954-1.57
γ100.45021.37
Estimation Period:
Nov 18, 2010 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts