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DaFa Properties Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 30, 2024 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of DaFa Properties Group Ltd S0GARCH
paramt-stat
ω0.98299,828,640.00
α0.63746,374,290.00
β0.31223,122,340.00
γ1-259.7541-2,597,541,000.00
γ2355.73433,557,343,000.00
γ3146.43591,464,359,000.00
γ4-230.7257-2,307,257,000.00
γ5-778.4566-7,784,566,000.00
γ61,370.761013,707,610,000.00
Estimation Period:
Oct 11, 2018 to Oct 25, 2024
Impact of return on volatility tomorrow
Volatility Forecasts