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Furen Group Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 19, 2023 at 01:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Furen Group Pharmaceutical Co Ltd SGARCH
paramt-stat
ω1.10114.15
α0.08297.48
β0.847337.24
γ1-0.0761-0.57
γ20.20991.14
γ3-0.2035-1.96
γ40.17901.89
γ5-0.3156-3.21
γ60.29772.47
γ7-0.0512-0.41
γ8-0.0202-0.17
γ9-0.1689-1.28
γ100.67242.60
Estimation Period:
Dec 18, 1996 to Jun 16, 2023
Impact of return on volatility tomorrow
Volatility Forecasts