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V-Lab

Dexin China Holdings Co Ltd 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 SGARCH
paramt-stat
ω0.23582,357,970.00
α0.27782,778,240.00
β0.72227,221,760.00
γ120.2178202,178,300.00
γ2-68.8980-688,980,000.00
γ331.9351319,350,600.00
γ4110.65691,106,569,000.00
γ5-160.4385-1,604,385,000.00
γ6-929.0192-9,290,192,000.00
Estimation Period:
Feb 26, 2019 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts