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Shouhang High-Tech Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shouhang High-Tech Energy Co Ltd S0GARCH
paramt-stat
ω0.94794.21
α0.15485.44
β0.742317.65
γ1-0.9719-1.64
γ21.98332.17
γ3-2.8167-4.11
γ43.88945.28
γ5-3.2610-4.21
γ61.82082.63
γ7-1.0742-1.83
γ80.11830.23
γ90.69441.90
Estimation Period:
Mar 27, 2012 to Aug 23, 2024
Impact of return on volatility tomorrow
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