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CRED Holding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 15, 2022 at 02:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CRED Holding Co Ltd S0GARCH
paramt-stat
ω1.64104.53
α0.15446.85
β0.819042.08
γ10.17050.94
γ2-0.6056-2.03
γ31.15484.53
γ4-1.0976-2.88
γ50.32690.78
γ60.22930.81
γ7-0.3834-1.96
γ80.43141.94
γ9-0.3512-1.77
Estimation Period:
Mar 18, 1996 to Jun 10, 2022
Impact of return on volatility tomorrow
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