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V-Lab

China Logistics Property Holdings Co Ltd 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 SGARCH
paramt-stat
ω0.80753.87
α0.43332.87
β0.07361.11
γ1-3.4460-2.25
γ25.77562.43
γ3-5.1641-3.34
γ44.65213.75
γ5-1.1591-0.83
γ6-2.3736-1.30
γ73.27811.72
Estimation Period:
Jul 15, 2016 to Jun 24, 2022
Impact of return on volatility tomorrow
Volatility Forecasts