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V-Lab

Guangdong Jadiete Holdings Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 12, 2021 at 01:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangdong Jadiete Holdings Group Co Ltd SGARCH
paramt-stat
ω0.96435.53
α0.13947.33
β0.760622.28
γ1-0.5725-1.58
γ21.00721.71
γ3-0.5907-1.49
γ40.22940.70
γ5-0.4153-1.36
γ60.68452.38
γ7-0.6586-2.21
γ80.86572.75
γ9-1.2141-3.70
γ101.46043.09
Estimation Period:
Oct 30, 2000 to Apr 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts