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Shanghai Greencourt Investment Group Co., Ltd. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 7, 2022 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Greencourt Investment Group Co., Ltd. S0GARCH
paramt-stat
ω1.61314.26
α0.19697.78
β0.661317.89
γ10.07510.51
γ2-0.0584-0.28
γ3-0.0610-0.56
γ40.18881.81
γ5-0.2576-1.54
γ60.06630.38
γ70.16741.34
γ8-0.2601-2.03
γ90.36432.06
γ10-0.3680-2.15
Estimation Period:
Nov 22, 1993 to Jun 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts