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V-Lab

Xiezhong International Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 24, 2021 at 03:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xiezhong International Holdings Ltd SGARCH
paramt-stat
ω0.83352.80
α0.33103.07
β0.49904.23
γ115.42934.18
γ2-25.1520-4.01
γ312.85072.79
γ4-5.4052-1.64
γ56.78382.22
γ6-7.9931-2.61
γ74.62311.87
γ8-1.9873-0.79
γ95.39422.01
γ10-17.6545-3.21
Estimation Period:
Jun 18, 2012 to Jun 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts