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Good Friend International Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 1, 2021 at 04:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Good Friend International Holdings Inc SGARCH
paramt-stat
ω1.92664.64
α0.20325.01
β0.656813.60
γ11.91823.06
γ2-3.0120-2.81
γ31.83971.93
γ4-1.3027-1.50
γ51.07571.55
γ6-0.5342-0.80
γ7-0.4984-0.64
γ82.19312.65
γ9-7.0765-7.31
Estimation Period:
Jan 2, 2007 to Nov 26, 2021
Impact of return on volatility tomorrow
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