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Shanghai Potevio Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 27, 2018 at 09:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Potevio Co Ltd SGARCH
paramt-stat
ω1.23352.34
α0.09927.69
β0.829036.25
γ10.09850.37
γ2-0.1957-0.56
γ3-0.0652-0.43
γ40.50583.99
γ5-0.4771-3.21
γ60.04180.25
γ70.11970.70
γ80.03810.21
γ9-0.0494-0.27
γ10-0.0658-0.27
Estimation Period:
Oct 20, 1994 to Apr 27, 2018
Impact of return on volatility tomorrow
Volatility Forecasts