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V-Lab

Shangying Global Co Ltd 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 SGARCH
paramt-stat
ω0.56934.34
α0.11407.86
β0.798427.50
γ1-0.3186-1.31
γ20.48121.37
γ3-0.1171-0.49
γ4-0.1053-0.42
γ5-0.0490-0.18
γ60.20100.85
γ7-0.1975-0.99
γ80.40591.71
γ9-0.9062-2.27
γ102.29662.06
Estimation Period:
Jul 7, 1999 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts