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Fresh Express Delivery Holding Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fresh Express Delivery Holding Group Co Ltd S0GARCH
paramt-stat
ω0.86275.47
α0.27745.77
β0.44676.37
γ10.83142.00
γ2-1.7777-2.56
γ31.56922.81
γ4-0.9050-1.76
γ50.38230.93
γ60.08030.27
γ7-0.3621-1.76
Estimation Period:
Jan 2, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
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