Skip to main content
V-Lab

Henan Kedi Dairy Co.,Ltd. Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 22, 2022 at 01:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Henan Kedi Dairy Co.,Ltd. SGARCH
paramt-stat
ω1.35695.63
α0.19685.67
β0.58798.10
γ1-5.6954-2.77
γ29.42882.85
γ3-3.9141-1.41
γ40.91610.33
γ5-2.0902-0.68
γ62.73900.94
γ7-3.3834-1.27
γ84.26391.70
γ9-5.9283-1.49
γ1020.15551.76
Estimation Period:
Jun 30, 2015 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts