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V-Lab

Guoan International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 29, 2021 at 03:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guoan International Ltd S0GARCH
paramt-stat
ω0.80354.11
α0.10113.46
β0.802911.88
γ1-0.9091-2.46
γ21.50262.83
γ3-0.9515-2.69
γ40.45771.28
γ5-0.3614-0.94
γ60.92232.74
γ7-1.0436-5.38
Estimation Period:
Sep 10, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
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