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V-Lab

Shanghai Eliansy Industry Group Corp ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 12, 2024 at 08:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Eliansy Industry Group Corp ltd SGARCH
paramt-stat
ω1.71733.86
α0.13069.13
β0.775031.96
γ10.08431.40
γ2-0.1300-1.59
γ30.16033.83
γ4-0.2635-7.09
γ50.23344.87
γ6-0.1015-2.16
γ70.01530.33
γ80.03230.47
Estimation Period:
Feb 24, 1994 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts