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V-Lab

Greater China Financial Holdings Ltd 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 SGARCH
paramt-stat
ω79.31883.64
α0.387517.92
β0.612328.43
γ1-7.0587-0.29
γ23.74670.07
γ36.46700.10
γ4-3.0155-0.04
γ513.88240.19
γ6-5.8808-0.10
γ7-37.3298-1.03
γ897.39272.91
γ9-332.5442-16.36
Estimation Period:
Jan 3, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts