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V-Lab

TCC International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 20, 2017 at 09:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TCC International Holdings Ltd SGARCH
paramt-stat
ω1.12261.81
α0.21043.81
β0.774917.31
γ1-0.5265-2.25
γ20.74302.19
γ3-0.3007-1.04
γ40.24000.79
γ5-0.3407-1.38
γ60.00200.01
γ70.87352.80
γ8-2.0094-4.61
Estimation Period:
Oct 6, 1997 to Sep 15, 2017
Impact of return on volatility tomorrow
Volatility Forecasts