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Shenzhen ESUN Display Co.,Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 12, 2023 at 01:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shenzhen ESUN Display Co.,Ltd S0GARCH
paramt-stat
ω1.065521.02
α0.21135.90
β0.765028.72
γ1-2.1613-0.96
γ21.79980.48
γ3-0.0335-0.01
γ42.87810.94
γ5-3.5830-1.11
γ6-0.7532-0.23
γ75.52591.38
γ8-14.8191-1.40
γ930.64881.34
γ10-29.7806-1.37
Estimation Period:
Apr 24, 2015 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts