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Suchuang Gas Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 24, 2021 at 04:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Suchuang Gas Corp Ltd S0GARCH
paramt-stat
ω1.28883.96
α0.30223.56
β0.36614.23
γ1-0.8187-0.28
γ2-1.4437-0.32
γ39.06472.70
γ4-11.8320-2.95
γ57.03551.64
γ6-2.0580-0.47
γ7-0.3936-0.08
γ8-2.2760-0.55
γ95.11431.98
Estimation Period:
Mar 11, 2015 to Sep 24, 2021
Impact of return on volatility tomorrow
Volatility Forecasts