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Xinjiang Yilu Wanyuan Industrial Investment Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 20, 2022 at 02:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xinjiang Yilu Wanyuan Industrial Investment Co Ltd SGARCH
paramt-stat
ω0.80864.61
α0.10904.65
β0.814224.10
γ10.09520.35
γ2-0.1247-0.30
γ30.25290.70
γ4-0.1632-0.59
γ5-0.3839-1.08
γ60.24050.48
γ70.33330.77
γ8-0.2733-0.70
γ9-0.2451-0.42
γ102.13611.28
Estimation Period:
Sep 24, 1999 to Apr 8, 2022
Impact of return on volatility tomorrow
Volatility Forecasts