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V-Lab

Beijing Capital Grand Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 29, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beijing Capital Grand Ltd SGARCH
paramt-stat
ω1.19271.78
α0.17414.40
β0.63147.21
γ117.14622.56
γ2-23.7479-2.15
γ37.58971.04
γ40.79090.19
γ5-5.2383-1.98
γ67.95142.81
γ7-8.3004-2.81
γ86.83721.64
γ9-19.7918-3.61
Estimation Period:
Apr 2, 2012 to Jan 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts