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V-Lab

Shanghai Fukong Interactive Entertainment Co Ltd 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 ·

All

graph of Shanghai Fukong Interactive Entertainment Co Ltd SGARCH
paramt-stat
ω1.44465.62
α0.14608.38
β0.769128.77
γ10.04430.76
γ2-0.0896-1.05
γ30.15503.36
γ4-0.2242-6.68
γ50.16184.80
γ6-0.0323-0.58
Estimation Period:
Mar 4, 1993 to Jul 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts