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V-Lab

Xinjiang LaChapelle Fashion Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 17, 2022 at 02:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Xinjiang LaChapelle Fashion Co Ltd SGARCH
paramt-stat
ω1.04004.34
α0.15904.14
β0.51514.04
γ1-0.3678-0.13
γ20.76520.18
γ3-1.2201-0.40
γ43.46791.22
γ5-7.0684-2.72
γ69.73053.85
γ7-11.2842-4.15
γ819.45653.06
Estimation Period:
Sep 25, 2017 to May 6, 2022
Impact of return on volatility tomorrow
Volatility Forecasts