Skip to main content
V-Lab

Xiamen Overseas Chinese Electronic Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 23, 2022 at 01:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xiamen Overseas Chinese Electronic Co Ltd S0GARCH
paramt-stat
ω3.24082.43
α0.12435.09
β0.868643.15
γ10.08760.14
γ2-0.1098-0.13
γ30.09220.28
γ4-0.0240-0.11
γ5-0.1213-0.58
γ60.03720.16
γ7-1.5025-1.22
γ85.03001.43
γ9-5.3771-1.52
Estimation Period:
Feb 28, 1995 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts