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Yashili International Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 26, 2023 at 03:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yashili International Holdings Ltd S0GARCH
paramt-stat
ω1.03522.94
α0.25842.78
β0.53705.28
γ1-0.7170-0.59
γ20.85920.48
γ3-0.0474-0.05
γ4-0.5101-0.78
γ50.87141.61
γ6-0.3379-0.74
γ7-0.5188-1.22
γ80.96032.04
γ9-1.9331-3.70
γ102.34416.41
Estimation Period:
Nov 1, 2010 to Jun 23, 2023
Impact of return on volatility tomorrow
Volatility Forecasts