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AVIC Industry-Finance Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 28, 2025 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AVIC Industry-Finance Holdings Co Ltd S0GARCH
paramt-stat
ω1.58744.55
α0.16498.28
β0.800536.44
γ1-0.1231-2.23
γ20.27163.45
γ3-0.2323-4.40
γ40.06241.10
γ50.08561.32
γ6-0.0897-1.65
Estimation Period:
May 16, 1996 to May 23, 2025
Impact of return on volatility tomorrow
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