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V-Lab

China All Access Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China All Access Holdings Ltd S0GARCH
paramt-stat
ω0.93955.07
α0.19993.95
β0.38644.27
γ10.54571.51
γ2-1.2261-2.06
γ31.53183.04
γ4-1.6691-3.53
γ51.70674.31
γ6-1.4271-3.62
γ70.58201.90
Estimation Period:
Sep 16, 2009 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts