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V-Lab

New World China Land Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 6, 2016 at 09:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New World China Land Ltd SGARCH
paramt-stat
ω1.35694.66
α0.15937.12
β0.742617.28
γ1-0.3758-1.32
γ20.77671.83
γ3-0.8081-2.79
γ40.79182.64
γ5-0.5766-2.17
γ60.00790.03
γ70.64592.17
γ8-0.8945-2.92
γ91.07681.46
Estimation Period:
Jul 16, 1999 to Apr 1, 2016
Impact of return on volatility tomorrow
Volatility Forecasts