V-Lab
V-Lab

TangShan Port Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:28.41% (-0.30%)

Analysis last updated: Saturday, May 11, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TangShan Port Group Co Ltd SGARCH
paramt-stat
ω0.91373.58
α0.15044.38
β0.751515.77
γ10.30310.49
γ2-0.5472-0.62
γ31.13482.02
γ4-2.6265-4.60
γ53.54264.41
γ6-3.3933-2.94
γ72.63402.43
γ8-1.4311-1.74
γ90.62010.76
γ10-0.2762-0.22
Estimation Period:
Jul 5, 2010 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts