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V-Lab

Guirenniao Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 31, 2024 at 04:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guirenniao Co Ltd SGARCH
paramt-stat
ω1.34513.46
α0.18726.48
β0.701914.94
γ14.21333.96
γ2-7.3668-4.67
γ33.75683.23
γ41.16821.09
γ5-3.2150-2.84
γ61.81001.57
γ7-0.6963-0.77
γ80.49660.60
γ90.19950.16
γ10-2.7099-1.27
Estimation Period:
Jan 24, 2014 to Mar 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts