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Zhejiang Cangnan Instrument Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 15, 2021 at 03:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Zhejiang Cangnan Instrument Group Co Ltd S0GARCH
paramt-stat
ω2.12144.99
α0.897213.95
β0.10131.57
γ1-115.5945-2.52
γ2181.06932.58
γ3-96.0459-1.61
γ482.97731.45
γ5-108.9476-1.95
γ670.00271.26
γ7-37.1315-0.77
γ874.60281.30
γ9-107.1282-1.69
γ1081.68422.17
Estimation Period:
Jan 4, 2019 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts