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V-Lab

Yangzhou Yaxing Motor Coach Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 18, 2024 at 07:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yangzhou Yaxing Motor Coach Co Ltd SGARCH
paramt-stat
ω1.21854.05
α0.191614.26
β0.745660.28
γ10.23561.44
γ2-0.1901-0.78
γ3-0.1046-0.60
γ40.02090.13
γ5-0.0161-0.11
γ60.17931.39
γ7-0.1612-1.12
γ8-0.0615-0.36
γ90.45542.35
γ10-2.9110-11.84
Estimation Period:
Aug 31, 1999 to Oct 11, 2024
Impact of return on volatility tomorrow
Volatility Forecasts