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V-Lab

Datang Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 30, 2024 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Datang Group Holdings Ltd S0GARCH
paramt-stat
ω62.2017622,017,300.00
α0.58915,891,480.00
β0.31063,105,730.00
γ137.4496374,495,500.00
γ244.9854449,854,000.00
γ3-147.3072-1,473,072,000.00
γ4-259.9070-2,599,070,000.00
γ5-114.5116-1,145,116,000.00
γ6589.27705,892,770,000.00
γ7496.80244,968,024,000.00
Estimation Period:
Dec 11, 2020 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts