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Dali Foods Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 24, 2023 at 03:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dali Foods Group Co Ltd S0GARCH
paramt-stat
ω1.79074.51
α0.21054.77
β0.23932.21
γ10.33820.23
γ21.99030.90
γ3-3.0879-1.95
γ4-0.5297-0.35
γ52.74201.92
γ6-2.6943-2.00
γ72.68702.20
γ8-2.8856-2.24
γ93.11971.78
γ10-2.6862-1.47
Estimation Period:
Nov 20, 2015 to Aug 18, 2023
Impact of return on volatility tomorrow
Volatility Forecasts