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V-Lab

Sino-I Technology Ltd 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 SGARCH
paramt-stat
ω1.17534.39
α0.19974.84
β0.64288.48
γ1-0.0034-0.02
γ20.17200.62
γ3-0.3708-1.26
γ40.52251.43
γ5-1.0751-2.58
γ61.68834.78
γ7-1.5710-5.22
γ81.11862.13
Estimation Period:
Jan 2, 2007 to Mar 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts