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V-Lab

Tonly Electronics Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 25, 2021 at 04:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tonly Electronics Holdings Ltd SGARCH
paramt-stat
ω1.33821.92
α0.14464.39
β0.812218.65
γ1-1.2158-0.42
γ21.55470.36
γ3-0.4040-0.14
γ40.62820.26
γ5-1.4459-0.72
γ6-0.0236-0.01
γ75.87962.11
γ8-16.6815-4.15
Estimation Period:
Aug 15, 2013 to Feb 23, 2021
Impact of return on volatility tomorrow
Volatility Forecasts