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V-Lab

Xishui Strong Year Co Ltd Inner Mongolia Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 7, 2022 at 01:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xishui Strong Year Co Ltd Inner Mongolia SGARCH
paramt-stat
ω0.71366.62
α0.08176.72
β0.856235.83
γ10.09260.85
γ20.04040.24
γ3-0.3732-3.24
γ40.34503.07
γ5-0.1545-1.36
γ60.12981.04
γ7-0.1864-1.02
γ80.61231.38
Estimation Period:
Jul 31, 2000 to Jun 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts