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V-Lab

Pang Da Automobile Trade Co Ltd 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 SGARCH
paramt-stat
ω0.87015.30
α0.18454.60
β0.653810.49
γ1-0.6617-0.99
γ20.10610.10
γ31.98782.87
γ4-3.3023-4.42
γ52.90263.87
γ6-0.3943-0.63
γ7-1.8832-2.70
γ82.19183.02
γ9-1.6543-1.87
γ100.93250.67
Estimation Period:
Apr 28, 2011 to May 19, 2023
Impact of return on volatility tomorrow
Volatility Forecasts