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V-Lab

Greater China Financial Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Greater China Financial Holdings Ltd S0GARCH
paramt-stat
ω11.45892.58
α0.276789.64
β0.7220197.36
γ1-0.6946-0.73
γ21.05520.82
γ3-0.3300-0.46
γ4-0.3528-0.56
γ50.34660.46
γ6-0.0198-0.02
γ70.88550.83
γ8-9.6486-7.06
γ916.722614.96
Estimation Period:
Jan 3, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts