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Gantan Beauty Industry Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 22, 2025 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gantan Beauty Industry Co S0GARCH
paramt-stat
ω1.28114.41
α0.11396.58
β0.795726.60
γ10.33432.53
γ2-0.4696-2.47
γ30.12611.03
γ40.02650.21
γ5-0.1839-1.44
γ60.53233.78
γ7-0.7714-4.45
γ80.72244.25
γ9-0.3852-2.70
γ100.02860.29
Estimation Period:
Jan 20, 1995 to Mar 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts