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V-Lab

CRED Holding Co Ltd 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 SGARCH
paramt-stat
ω1.46295.99
α0.14897.07
β0.812835.72
γ10.06490.54
γ2-0.3124-1.44
γ30.79804.69
γ4-0.9969-9.36
γ50.62925.01
γ6-0.2269-1.48
γ7-0.0232-0.12
γ80.50761.09
Estimation Period:
Mar 18, 1996 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts