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Cenntro Electric Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 29, 2024 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cenntro Electric Group Ltd S0GARCH
paramt-stat
ω0.0001970.00
α0.71347,134,040.00
β0.28662,865,690.00
γ12,940.072029,400,720,000.00
γ2-1,300.0560-13,000,560,000.00
γ3-3,769.6500-37,696,500,000.00
γ42,467.607024,676,070,000.00
γ5-242.8257-2,428,257,000.00
γ6-244.5062-2,445,062,000.00
γ7247.81372,478,137,000.00
γ8-5.7653-57,653,000.00
γ9-181.9673-1,819,673,000.00
Estimation Period:
Jun 20, 2018 to Feb 23, 2024
Impact of return on volatility tomorrow
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