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V-Lab

Xinjiang Yilu Wanyuan Industrial Investment Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 20, 2022 at 02:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xinjiang Yilu Wanyuan Industrial Investment Co Ltd S0GARCH
paramt-stat
ω0.74975.82
α0.07674.79
β0.800116.96
γ10.07910.36
γ2-0.0427-0.13
γ30.10300.37
γ4-0.0552-0.26
γ5-0.3517-1.44
γ60.08000.24
γ70.62392.02
γ8-0.8841-2.38
γ91.26882.11
γ10-1.3844-2.26
Estimation Period:
Sep 24, 1999 to Apr 8, 2022
Impact of return on volatility tomorrow
Volatility Forecasts