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AVIC Industry-Finance Holdings Co Ltd 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 SGARCH
paramt-stat
ω2.02454.27
α0.194610.64
β0.781344.95
γ10.00130.01
γ2-0.2216-0.68
γ30.63272.39
γ4-0.6319-2.72
γ50.31141.55
γ6-0.3163-1.81
γ70.48843.26
γ8-0.5912-3.24
γ90.94843.42
γ10-2.4896-7.99
Estimation Period:
May 16, 1996 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts