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V-Lab

China Infrastructure Investment Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 16, 2024 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Infrastructure Investment Ltd SGARCH
paramt-stat
ω99.5252995,252,400.00
α0.59045,903,970.00
β0.40964,096,030.00
γ1-14.5496-145,496,300.00
γ230.6454306,453,700.00
γ3-13.7904-137,903,700.00
γ42.432124,320,690.00
γ5-113.1993-1,131,993,000.00
Estimation Period:
Jan 2, 2007 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts