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FDG Electric Vehicles Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 30, 2020 at 03:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FDG Electric Vehicles Ltd S0GARCH
paramt-stat
ω0.41675.56
α0.16154.78
β0.746017.74
γ1-0.2235-3.69
γ20.45314.26
γ3-0.3943-3.14
γ40.16771.18
γ50.00880.08
γ6-0.0682-0.89
γ70.18282.23
γ8-0.1893-2.47
Estimation Period:
Oct 3, 1991 to Jun 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts