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V-Lab

Xiamen Overseas Chinese Electronic Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 23, 2022 at 01:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xiamen Overseas Chinese Electronic Co Ltd SGARCH
paramt-stat
ω2.36801.44
α0.11877.05
β0.864051.51
γ10.17790.32
γ2-0.2631-0.37
γ30.21410.83
γ4-0.1626-0.86
γ50.13350.71
γ6-0.3311-1.68
γ70.42901.83
γ8-0.2442-0.79
γ9-1.2025-1.00
γ105.75031.31
Estimation Period:
Feb 28, 1995 to Jun 17, 2022
Impact of return on volatility tomorrow
Volatility Forecasts