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Bank of Jinzhou Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bank of Jinzhou Co Ltd SGARCH
paramt-stat
ω0.56955,695,450.00
α0.59605,960,280.00
β0.35923,592,460.00
γ1-131.7816-1,317,816,000.00
γ2113.59641,135,964,000.00
γ3146.73411,467,341,000.00
γ4-5.4596-54,596,270.00
γ5-223.2253-2,232,253,000.00
γ6-315.2583-3,152,583,000.00
γ7-51.3035-513,035,400.00
Estimation Period:
Dec 7, 2015 to Apr 12, 2024
Impact of return on volatility tomorrow
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