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V-Lab

Sino-I Technology Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 31, 2022 at 03:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino-I Technology Ltd S0GARCH
paramt-stat
ω1.18724.40
α0.20414.70
β0.62637.68
γ1-0.0018-0.01
γ20.16980.62
γ3-0.3629-1.25
γ40.50141.41
γ5-1.0353-2.55
γ61.61194.74
γ7-1.3997-5.87
γ80.65713.41
Estimation Period:
Jan 2, 2007 to Mar 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts