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Hubei Wuchangyu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 01:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hubei Wuchangyu Co Ltd S0GARCH
paramt-stat
ω0.56964.11
α0.16055.06
β0.776432.85
γ10.12090.58
γ2-0.1595-0.50
γ30.00710.03
γ4-0.1106-0.64
γ50.34272.31
γ6-0.2272-1.41
γ7-0.2314-1.10
γ80.65832.01
γ9-0.5984-1.85
Estimation Period:
Aug 10, 2000 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts