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Wuhan Boiler Co Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wuhan Boiler Co SGARCH
paramt-stat
ω0.89043.38
α0.20426.57
β0.662614.58
γ1-0.6165-1.13
γ20.97941.29
γ3-1.0657-2.22
γ41.69143.66
γ5-1.6574-3.89
γ61.18693.01
γ7-0.9252-2.15
γ80.25570.45
γ90.64360.65
Estimation Period:
Apr 15, 1998 to Jul 10, 2015
Impact of return on volatility tomorrow
Volatility Forecasts