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V-Lab

Pengqi Technology Development Co Ltd 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 SGARCH
paramt-stat
ω1.39155.39
α0.15908.87
β0.752525.50
γ10.05330.45
γ2-0.3650-2.00
γ30.69986.26
γ4-0.5764-5.94
γ50.20882.05
γ6-0.0676-0.66
γ70.17291.44
γ8-0.0744-0.47
Estimation Period:
Jul 28, 1992 to Jul 9, 2021
Impact of return on volatility tomorrow
Volatility Forecasts