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China Grand Automotive Services Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Grand Automotive Services Group Co Ltd SGARCH
paramt-stat
ω0.81724.54
α0.12698.28
β0.800535.11
γ10.10890.97
γ2-0.0457-0.27
γ3-0.2627-2.52
γ40.32493.42
γ5-0.2037-2.10
γ60.20392.26
γ7-0.3082-3.17
γ80.45452.13
Estimation Period:
Nov 16, 2000 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts