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Sky Chinafortune Holdings Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 31, 2021 at 03:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sky Chinafortune Holdings Group Ltd SGARCH
paramt-stat
ω0.66692.53
α0.25302.03
β0.24431.98
γ1-3.6837-2.65
γ25.27062.57
γ3-2.8161-1.48
γ43.04271.80
γ5-3.3766-2.27
γ62.43951.43
γ7-1.6486-1.16
γ82.39871.92
γ9-2.0546-1.40
Estimation Period:
Jan 4, 2007 to Jul 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts