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FDG Electric Vehicles Ltd 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 SGARCH
paramt-stat
ω0.37335.48
α0.15724.81
β0.732214.98
γ1-0.3151-3.20
γ20.56243.01
γ3-0.3295-1.66
γ4-0.0307-0.18
γ50.19621.57
γ6-0.1553-1.23
γ70.08820.79
γ80.04290.39
γ90.11060.53
Estimation Period:
Oct 3, 1991 to Jun 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts