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Shangying Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 23, 2022 at 02:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shangying Global Co Ltd S0GARCH
paramt-stat
ω0.57744.60
α0.13296.92
β0.764123.81
γ1-0.2642-1.40
γ20.42981.59
γ3-0.1372-0.78
γ4-0.1720-1.22
γ50.18361.36
γ6-0.0353-0.20
γ7-0.0498-0.18
γ80.31330.70
γ9-0.4888-1.08
Estimation Period:
Jul 7, 1999 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts