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V-Lab

Zhongchang Big Data Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 20, 2023 at 01:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Zhongchang Big Data Corp Ltd SGARCH
paramt-stat
ω0.82184.41
α0.10526.98
β0.857149.45
γ1-0.0275-0.07
γ20.22130.36
γ3-0.5235-1.38
γ40.62281.80
γ5-0.5102-1.40
γ60.47391.49
γ7-0.7687-2.67
γ81.24704.17
γ9-1.5617-4.28
γ102.38552.92
Estimation Period:
Dec 8, 2000 to Jun 16, 2023
Impact of return on volatility tomorrow
Volatility Forecasts