Skip to main content
V-Lab

Dahua Group Dalian Chemical Industry Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 20, 2020 at 02:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dahua Group Dalian Chemical Industry Co S0GARCH
paramt-stat
ω1.22846.42
α0.10758.70
β0.833238.23
γ1-0.2755-4.13
γ20.51645.14
γ3-0.3824-5.74
γ40.15152.34
γ50.05160.62
γ6-0.1107-1.23
γ70.07001.12
Estimation Period:
Oct 21, 1997 to Aug 14, 2020
Impact of return on volatility tomorrow
Volatility Forecasts