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V-Lab

Sino Great Wall Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 6, 2020 at 02:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino Great Wall Co Ltd SGARCH
paramt-stat
ω1.93142.76
α0.14698.94
β0.778128.90
γ1-0.0731-0.31
γ20.15220.50
γ3-0.2175-1.57
γ40.38863.31
γ5-0.4314-4.02
γ60.17151.57
γ70.13471.22
γ8-0.1658-1.34
γ9-0.0515-0.25
γ100.62531.85
Estimation Period:
Jun 16, 1992 to Jan 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts