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V-Lab

Shandong Jintai Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 30, 2022 at 01:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shandong Jintai Group Co Ltd SGARCH
paramt-stat
ω1.39153.78
α0.11006.49
β0.843232.57
γ10.41241.11
γ2-0.4076-0.70
γ3-0.0063-0.01
γ4-0.2737-0.91
γ50.60202.55
γ6-0.3861-1.28
γ7-0.1169-0.36
γ80.40081.09
γ9-0.8633-1.36
γ103.19711.74
Estimation Period:
Jul 23, 2001 to Jun 24, 2022
Impact of return on volatility tomorrow
Volatility Forecasts