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V-Lab

Shenzhen ESUN Display Co.,Ltd 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 SGARCH
paramt-stat
ω1.74359.48
α0.17095.10
β0.57328.14
γ1-1.1562-1.12
γ21.85491.06
γ3-1.2282-0.83
γ43.13802.08
γ5-4.2943-2.86
γ61.12310.77
γ71.07840.80
γ80.76990.51
γ9-4.6557-2.11
γ1014.64712.38
Estimation Period:
Apr 24, 2015 to Jul 7, 2023
Impact of return on volatility tomorrow
Volatility Forecasts