Skip to main content
V-Lab

Creative Enterprise Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 9, 2021 at 04:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Creative Enterprise Holdings Ltd S0GARCH
paramt-stat
ω2.62753.61
α0.30492.02
β0.00000.00
γ1118.11643.13
γ2-173.6410-2.74
γ3114.01642.54
γ4-97.0071-2.71
γ550.11821.17
γ6-10.2478-0.24
γ7-3.2057-0.10
γ8-67.9467-2.13
γ9168.83195.93
γ10-129.1396-5.93
Estimation Period:
Dec 11, 2018 to Sep 3, 2021
Impact of return on volatility tomorrow
Volatility Forecasts