Skip to main content
V-Lab

China Properties Group Ltd 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 SGARCH
paramt-stat
ω1.45545.35
α0.10154.89
β0.788617.55
γ10.12130.46
γ2-0.3844-0.82
γ30.71371.54
γ4-0.9858-2.61
γ51.54854.35
γ6-2.0757-3.82
γ71.46572.51
γ80.22330.48
γ9-1.9186-3.62
Estimation Period:
Mar 9, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts