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V-Lab

Sino Prosper Group Holdings Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sino Prosper Group Holdings Ltd SGARCH
paramt-stat
ω0.77413.38
α0.16484.96
β0.669010.94
γ1-0.7252-2.04
γ21.13042.27
γ3-0.6940-2.20
γ40.51091.35
γ5-0.4190-0.90
γ60.59811.34
γ7-0.8056-1.49
Estimation Period:
May 21, 2007 to Jun 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts