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CP Pokphand Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 16, 2021 at 04:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CP Pokphand Co Ltd SGARCH
paramt-stat
ω2.26525.28
α0.21775.22
β0.594010.77
γ10.45901.34
γ2-0.6571-1.23
γ30.09890.26
γ40.38200.98
γ5-0.1339-0.29
γ6-0.6633-1.48
γ71.04852.89
γ8-0.9671-2.76
γ90.99872.83
γ10-1.8145-3.44
Estimation Period:
Jan 2, 2007 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts