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V-Lab

China Ocean Industry Group Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 03:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Ocean Industry Group Ltd SGARCH
paramt-stat
ω4.67621.51
α0.45642.28
β0.38068.26
γ11.81943.33
γ2-2.8496-3.66
γ31.83193.15
γ4-1.2170-1.89
γ50.53471.01
γ6-0.3935-0.87
γ71.04151.88
γ8-1.0016-1.82
γ9-1.1096-0.92
Estimation Period:
Jan 2, 2007 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts