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V-Lab

Shanghai Yuxiao Rare Earth Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 01:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Yuxiao Rare Earth Co Ltd SGARCH
paramt-stat
ω1.79292.25
α0.08828.60
β0.865256.14
γ1-0.0581-0.44
γ20.08170.46
γ3-0.0206-0.28
γ40.07501.47
γ5-0.1947-4.25
γ60.20764.51
γ7-0.1633-3.40
γ80.18762.19
Estimation Period:
Jan 4, 1991 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts