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Christine International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 28, 2024 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Christine International Holdings Ltd SGARCH
paramt-stat
ω34.7361347,360,800.00
α0.56065,605,760.00
β0.38333,833,480.00
γ11.175111,750,980.00
γ2-12.8101-128,101,200.00
γ318.9898189,897,500.00
γ4-48.2243-482,242,600.00
γ5103.44741,034,474,000.00
γ6-24.6579-246,579,200.00
γ7-150.5918-1,505,918,000.00
γ8-66.6451-666,451,000.00
γ977.5992775,991,600.00
γ10176.70601,767,060,000.00
Estimation Period:
Feb 23, 2012 to Dec 27, 2024
Impact of return on volatility tomorrow
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