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Shanghai Greencourt Investment Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 6, 2022 at 02:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Greencourt Investment Group Co Ltd S0GARCH
paramt-stat
ω1.16622.55
α0.12844.12
β0.815329.56
γ10.01460.09
γ2-0.1941-0.94
γ30.40193.44
γ4-0.3783-3.04
γ50.19021.42
γ6-0.0189-0.14
γ7-0.0547-0.40
γ80.24861.46
γ9-0.3638-2.19
Estimation Period:
Dec 16, 1993 to Jun 2, 2022
Impact of return on volatility tomorrow
Volatility Forecasts