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Fresh Express Delivery Holding Group Co Ltd 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 SGARCH
paramt-stat
ω0.84315.02
α0.27025.47
β0.46896.31
γ10.94881.46
γ2-1.4651-1.32
γ3-0.0491-0.05
γ41.59671.51
γ5-1.9639-2.15
γ61.80122.33
γ7-1.7363-2.39
γ82.22593.13
γ9-3.9906-4.22
Estimation Period:
Jan 2, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
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