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V-Lab

Pengqi Technology Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 14, 2021 at 01:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pengqi Technology Development Co Ltd S0GARCH
paramt-stat
ω1.38325.35
α0.15959.07
β0.753125.97
γ10.04730.40
γ2-0.3558-1.95
γ30.69486.20
γ4-0.5753-5.93
γ50.21562.13
γ6-0.0892-0.91
γ70.22952.20
γ8-0.2556-2.95
Estimation Period:
Jul 28, 1992 to Jul 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts