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V-Lab

China Wacan Group Co Ltd 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 SGARCH
paramt-stat
ω0.68974.52
α0.18933.71
β0.15241.01
γ17.73551.26
γ2-10.6407-1.20
γ312.16201.88
γ4-26.1816-2.60
γ526.85472.28
γ6-2.0337-0.21
γ7-25.1509-2.29
γ826.57731.96
γ918.05291.21
Estimation Period:
Aug 16, 2019 to Sep 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts