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V-Lab

The Midong Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 15, 2024 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of The Midong Co Ltd SGARCH
paramt-stat
ω14.83483.74
α0.719960.42
β0.278223.30
γ1-0.2510-0.25
γ20.94490.65
γ3-1.3866-1.72
γ41.33741.24
γ5-0.9966-0.70
γ60.58830.41
γ7-1.7887-1.29
γ85.85162.45
γ9-46.3921-10.84
γ10160.403812.65
Estimation Period:
Nov 13, 2013 to Jun 14, 2024
Impact of return on volatility tomorrow
Volatility Forecasts