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Cayman Golden Century Wheel Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 9, 2025 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cayman Golden Century Wheel SGARCH
paramt-stat
ω1.18760.18
α0.39450.09
β0.60550.14
γ1-2.2815-0.01
γ2-2.7473-0.01
γ38.24840.40
γ4-5.4055-0.97
γ53.94030.17
γ6-21.5597-0.03
γ721.19620.01
γ872.95940.05
γ9-196.9170-0.52
γ10287.239812.01
Estimation Period:
Oct 19, 2016 to Jan 3, 2025
Impact of return on volatility tomorrow
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