Skip to main content
V-Lab

Datang Group Holdings Ltd 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 SGARCH
paramt-stat
ω0.50005,000,000.00
α0.73537,353,120.00
β0.25662,565,670.00
γ1-51.0902-510,902,200.00
γ2-44.9013-449,012,500.00
γ3-130.2856-1,302,856,000.00
γ4483.97814,839,781,000.00
Estimation Period:
Dec 11, 2020 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts