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Shanghai Yuxiao Rare Earth Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 01:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Yuxiao Rare Earth Co Ltd S0GARCH
paramt-stat
ω1.84432.27
α0.09028.69
β0.864557.00
γ1-0.0500-0.37
γ20.06750.37
γ3-0.0083-0.11
γ40.06171.19
γ5-0.1788-3.83
γ60.18423.94
γ7-0.1171-2.70
γ80.05491.77
Estimation Period:
Jan 4, 1991 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts