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V-Lab

Sino Prosper Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino Prosper Group Holdings Ltd S0GARCH
paramt-stat
ω0.77863.37
α0.16635.02
β0.672911.25
γ1-0.7203-2.01
γ21.12242.24
γ3-0.6874-2.17
γ40.49921.32
γ5-0.3881-0.84
γ60.51361.27
γ7-0.5752-2.60
Estimation Period:
May 21, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
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