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Dr Peng Telecom & Media Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 2, 2025 at 01:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dr Peng Telecom & Media Group Co Ltd S0GARCH
paramt-stat
ω1.25913.77
α0.09876.37
β0.851141.10
γ1-0.0179-0.19
γ20.00310.02
γ30.07270.94
γ4-0.0312-0.38
γ5-0.1428-1.79
γ60.18172.36
γ7-0.0612-0.70
γ8-0.0372-0.30
γ90.18730.86
γ10-0.2806-1.22
Estimation Period:
Jan 3, 1994 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts