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V-Lab

Jiangnan Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 16, 2023 at 03:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiangnan Group Ltd SGARCH
paramt-stat
ω1.37633.98
α0.28253.29
β0.45445.60
γ10.29040.57
γ20.19210.23
γ3-1.4285-2.08
γ42.13042.54
γ5-2.4716-2.13
γ62.39922.19
γ7-1.9971-2.79
γ82.29223.27
γ9-5.2388-4.71
Estimation Period:
Apr 20, 2012 to May 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts