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V-Lab

The Midong Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 10:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of The Midong Co Ltd S0GARCH
paramt-stat
ω1.71484.81
α0.17264.04
β0.758012.61
γ10.63571.65
γ2-0.8428-1.25
γ30.48760.88
γ4-0.3942-0.87
γ5-0.4376-0.96
γ61.78552.82
γ7-1.9632-3.38
Estimation Period:
Nov 13, 2013 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts