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Jiangnan Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 16, 2023 at 03:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangnan Group Ltd S0GARCH
paramt-stat
ω1.30213.84
α0.22213.72
β0.59497.27
γ10.30390.55
γ20.09900.11
γ3-1.3124-1.80
γ42.11992.35
γ5-2.5249-2.02
γ62.30211.95
γ7-1.4351-1.94
γ80.80721.56
γ9-0.5968-1.50
Estimation Period:
Apr 20, 2012 to May 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts