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Cimc Vehicle (Group) Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 6, 2024 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cimc Vehicle (Group) Co Ltd S0GARCH
paramt-stat
ω1.20033.88
α0.23693.55
β0.47155.31
γ15.01431.67
γ2-6.6456-1.41
γ31.73320.56
γ41.89330.58
γ5-6.8510-1.63
γ611.53373.06
γ7-17.1529-6.79
γ817.00449.98
Estimation Period:
Jul 11, 2019 to May 31, 2024
Impact of return on volatility tomorrow
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