Skip to main content
V-Lab

China Vanke Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 04:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Vanke Co Ltd SGARCH
paramt-stat
ω0.75813.78
α0.14066.66
β0.674914.78
γ1-0.3140-1.53
γ20.29061.04
γ30.02420.20
γ40.13181.36
γ5-0.1332-1.47
γ6-0.1738-1.90
γ70.30652.74
γ8-0.1766-1.08
Estimation Period:
May 28, 1993 to Nov 7, 2014
Impact of return on volatility tomorrow
Volatility Forecasts