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Pengqi Technology Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 14, 2021 at 01:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Pengqi Technology Development Co Ltd S0GARCH
paramt-stat
ω1.70475.79
α0.210110.02
β0.671623.65
γ10.02500.49
γ2-0.0438-0.59
γ30.09302.46
γ4-0.1653-6.07
γ50.15836.06
γ6-0.0914-4.61
Estimation Period:
Aug 28, 1992 to Jul 9, 2021
Impact of return on volatility tomorrow
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