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Wuhan Boiler Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Wuhan Boiler Co S0GARCH
paramt-stat
ω1.07704.52
α0.19656.78
β0.685116.47
γ10.08930.30
γ2-0.4020-0.92
γ30.68142.66
γ4-0.5038-2.02
γ50.27291.11
γ6-0.4645-2.11
γ70.51953.20
Estimation Period:
Apr 15, 1998 to Jul 10, 2015
Impact of return on volatility tomorrow
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