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V-Lab

China Vast Industrial Urban Development Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 25, 2022 at 04:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Vast Industrial Urban Development Co Ltd SGARCH
paramt-stat
ω0.70143.48
α0.29416.90
β0.45717.61
γ11.26720.81
γ2-3.9860-1.79
γ35.45443.70
γ4-4.6849-3.37
γ52.82061.77
γ6-1.8079-0.98
γ71.96111.17
γ8-2.0386-1.45
γ95.05112.79
γ10-17.6695-5.36
Estimation Period:
Aug 25, 2014 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts