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Jilin Jiutai Rural Commercial Bank Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Jilin Jiutai Rural Commercial Bank Corp Ltd S0GARCH
paramt-stat
ω2.87392.45
α0.396510.07
β0.598115.00
γ17.96110.81
γ20.05030.00
γ3-16.4275-1.53
γ45.62250.87
γ55.18450.62
γ6-10.0946-0.98
γ724.42982.86
γ8-13.3724-1.64
γ9-33.9002-3.70
γ1049.65059.54
Estimation Period:
Jan 12, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts