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Amethystum Storage Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 30, 2023 at 01:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Amethystum Storage Technology Co Ltd S0GARCH
paramt-stat
ω0.61132.62
α0.26632.91
β0.02400.11
γ153.75540.99
γ2-67.9391-0.94
γ320.17380.60
γ4-35.1359-0.59
γ533.47490.57
γ647.87920.93
γ7-126.8197-1.94
γ8169.57082.53
γ9-148.2935-3.15
Estimation Period:
Sep 28, 2021 to Jun 30, 2023
Impact of return on volatility tomorrow
Volatility Forecasts