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V-Lab

Guoan International Ltd 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 SGARCH
paramt-stat
ω0.69194.01
α0.14443.96
β0.62567.13
γ1-1.5836-3.57
γ22.52153.83
γ3-1.4719-2.60
γ40.83521.14
γ5-0.6690-0.89
γ60.40460.73
γ70.88742.21
γ8-2.4990-5.64
Estimation Period:
Sep 10, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts