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Sky Chinafortune Holdings Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 31, 2021 at 03:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sky Chinafortune Holdings Group Ltd S0GARCH
paramt-stat
ω0.66992.53
α0.24942.01
β0.25132.00
γ1-3.6197-2.60
γ25.16422.51
γ3-2.7469-1.44
γ43.00461.77
γ5-3.3810-2.27
γ62.51731.47
γ7-1.8564-1.32
γ82.89022.56
γ9-3.3103-3.97
Estimation Period:
Jan 4, 2007 to Jul 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts