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Cimc Vehicle (Group) Co Ltd 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 SGARCH
paramt-stat
ω1.20483.90
α0.23153.59
β0.47235.27
γ15.10271.71
γ2-6.7776-1.45
γ31.84070.60
γ41.71300.52
γ5-6.4935-1.55
γ610.71602.86
γ7-15.1551-6.11
γ811.80693.52
Estimation Period:
Jul 11, 2019 to May 31, 2024
Impact of return on volatility tomorrow
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