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V-Lab

TianGuang ZhongMao Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 17, 2020 at 01:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of TianGuang ZhongMao Co Ltd SGARCH
paramt-stat
ω1.33344.01
α0.14765.11
β0.650810.60
γ12.04551.20
γ2-1.6090-0.66
γ3-1.1906-0.82
γ40.15100.11
γ53.48782.64
γ6-7.2498-6.25
γ78.04226.08
γ8-5.2316-3.04
γ91.10540.57
γ103.76071.42
Estimation Period:
Nov 23, 2010 to Jul 17, 2020
Impact of return on volatility tomorrow
Volatility Forecasts