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Meidu Energy Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 7, 2020 at 01:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Meidu Energy Corp S0GARCH
paramt-stat
ω1.00335.79
α0.13067.86
β0.771226.32
γ10.19051.19
γ2-0.1565-0.64
γ3-0.0211-0.12
γ40.00020.00
γ5-0.1565-0.98
γ60.06520.38
γ70.38862.07
γ8-0.6208-3.04
γ90.59162.96
γ10-0.4123-2.85
Estimation Period:
Apr 8, 1999 to Aug 7, 2020
Impact of return on volatility tomorrow
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