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V-Lab

Wuzhou International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 31, 2018 at 09:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wuzhou International Holdings Ltd SGARCH
paramt-stat
ω3.67970.97
α0.72223.80
β0.26031.47
γ111.83843.81
γ2-17.5227-3.71
γ37.07201.75
γ4-4.3973-1.39
γ55.97322.09
γ6-3.0909-1.07
γ70.94220.24
γ85.65041.04
Estimation Period:
Jun 13, 2013 to Aug 31, 2018
Impact of return on volatility tomorrow
Volatility Forecasts