Skip to main content
V-Lab

China Properties Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Properties Group Ltd S0GARCH
paramt-stat
ω1.18084.81
α0.06424.11
β0.898930.73
γ1-0.3575-1.69
γ20.59871.92
γ3-0.4487-1.86
γ40.72013.07
γ5-1.1920-4.34
γ61.38214.53
γ7-1.0653-5.06
Estimation Period:
Mar 9, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts