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Guizhou Changzheng Tiancheng Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 16, 2024 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guizhou Changzheng Tiancheng Holding Co Ltd S0GARCH
paramt-stat
ω0.98835.53
α0.08818.96
β0.871653.26
γ1-0.0466-0.87
γ20.18612.48
γ3-0.2898-4.33
γ40.20272.37
γ5-0.0400-0.54
γ6-0.0282-0.50
γ70.02240.60
Estimation Period:
Nov 27, 1997 to Aug 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts