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V-Lab

Yantai Yuancheng Gold Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 4, 2024 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yantai Yuancheng Gold Co Ltd SGARCH
paramt-stat
ω1.43343.59
α0.11899.30
β0.856454.24
γ10.19471.11
γ2-0.2442-0.93
γ30.07800.45
γ40.03090.21
γ5-0.2324-1.63
γ60.32261.82
γ7-0.2985-1.53
γ80.49152.13
γ9-1.5467-1.90
γ104.58211.71
Estimation Period:
Oct 28, 1996 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts