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Prosperity International Holdings HK Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 30, 2021 at 03:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prosperity International Holdings HK Ltd SGARCH
paramt-stat
ω1.25653.74
α0.15154.01
β0.67708.36
γ1-1.0338-1.37
γ22.55872.26
γ3-2.9007-4.04
γ42.50974.50
γ5-2.2351-4.07
γ62.09534.15
γ7-1.1889-2.50
γ80.28450.54
γ9-0.5292-0.58
Estimation Period:
Dec 18, 2008 to Jun 30, 2021
Impact of return on volatility tomorrow
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