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China Gezhouba Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 1, 2021 at 01:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Gezhouba Group Co Ltd S0GARCH
paramt-stat
ω1.02864.31
α0.09447.16
β0.863547.91
γ1-0.0015-0.02
γ20.05340.46
γ3-0.0264-0.36
γ4-0.1643-2.66
γ50.27804.61
γ6-0.2313-3.64
γ70.13012.42
Estimation Period:
May 26, 1997 to Aug 27, 2021
Impact of return on volatility tomorrow
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