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V-Lab

Pang Da Automobile Trade Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 24, 2023 at 01:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pang Da Automobile Trade Co Ltd S0GARCH
paramt-stat
ω0.87065.32
α0.18234.64
β0.657510.51
γ1-0.6648-1.00
γ20.12310.12
γ31.95012.80
γ4-3.2514-4.33
γ52.85553.79
γ6-0.3635-0.58
γ7-1.9017-2.75
γ82.21543.26
γ9-1.7113-2.50
γ101.10662.12
Estimation Period:
Apr 28, 2011 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts