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V-Lab

CPMC Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 24, 2025 at 01:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CPMC Holdings Ltd S0GARCH
paramt-stat
ω1.86583.80
α0.19494.44
β0.693016.56
γ10.71701.85
γ2-1.4546-2.48
γ31.67983.62
γ4-1.6046-3.54
γ51.19542.76
γ6-1.1921-2.27
γ71.12642.11
γ8-0.6541-1.69
γ9-0.2000-0.61
γ100.83283.14
Estimation Period:
Nov 16, 2009 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts