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Jilin Jiutai Rural Commercial Bank Corp Ltd 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 SGARCH
paramt-stat
ω4.47422.49
α0.43669.09
β0.561411.56
γ17.14680.74
γ20.81990.05
γ3-16.0325-1.52
γ44.07880.62
γ59.64631.07
γ6-20.6833-1.81
γ745.79894.64
γ8-51.9703-6.64
γ940.53182.84
γ10-387.8312-12.02
Estimation Period:
Jan 12, 2017 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts