Skip to main content
V-Lab

China Logistics Property Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 24, 2022 at 04:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Logistics Property Holdings Co Ltd S0GARCH
paramt-stat
ω0.80063.95
α0.42022.91
β0.07091.07
γ1-3.4374-2.26
γ25.76902.45
γ3-5.1777-3.38
γ44.69743.83
γ5-1.2918-0.94
γ6-1.9686-1.08
γ72.03441.15
Estimation Period:
Jul 15, 2016 to Jun 24, 2022
Impact of return on volatility tomorrow
Volatility Forecasts