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China Wacan Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 21, 2023 at 03:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of China Wacan Group Co Ltd S0GARCH
paramt-stat
ω0.86522.91
α0.26474.47
β0.65719.92
γ14.18230.39
γ2-6.2878-0.39
γ313.73721.31
γ4-32.2936-1.88
γ531.01641.35
γ64.92350.24
γ7-65.7982-2.33
γ8119.92712.68
γ9-101.6998-2.69
Estimation Period:
Aug 16, 2019 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts