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Chongqing Jianshe Vehicle System Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chongqing Jianshe Vehicle System Co Ltd SGARCH
paramt-stat
ω1.89674.37
α0.292914.60
β0.640966.99
γ10.12821.27
γ2-0.2647-1.83
γ30.22681.92
γ4-0.0340-0.24
γ5-0.2172-1.74
γ60.24092.21
γ7-0.0275-0.26
γ8-0.1326-1.15
γ90.21411.62
γ10-1.9200-10.59
Estimation Period:
Jul 25, 1995 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts