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Cdg Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 18, 2024 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cdg Co Ltd S0GARCH
paramt-stat
ω0.84623.42
α0.20615.55
β0.690415.86
γ1-0.4459-2.42
γ20.46831.84
γ30.09660.61
γ4-0.2092-1.28
γ50.16210.92
γ6-0.2584-1.35
γ70.50582.69
γ8-0.4767-3.28
Estimation Period:
Jun 20, 2006 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts