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V-Lab

Dexin China Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dexin China Holdings Co Ltd S0GARCH
paramt-stat
ω99.9999999,999,100.00
α0.53505,350,210.00
β0.46494,649,100.00
γ1-244.8234-2,448,234,000.00
γ2228.41102,284,110,000.00
γ3194.63591,946,359,000.00
γ4-197.5682-1,975,682,000.00
γ5-103.0302-1,030,302,000.00
γ6106.16241,061,624,000.00
γ7576.33475,763,347,000.00
γ8-2,487.2790-24,872,790,000.00
γ93,350.215033,502,150,000.00
Estimation Period:
Feb 26, 2019 to May 30, 2025
Impact of return on volatility tomorrow
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