Skip to main content
V-Lab

CPMC Holdings Ltd 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 SGARCH
paramt-stat
ω11.06492.98
α0.465645.19
β0.531151.47
γ10.65101.03
γ2-1.5281-1.70
γ32.04443.41
γ4-2.0269-3.63
γ51.53853.12
γ6-1.4636-2.59
γ71.42062.41
γ8-1.1816-2.65
γ91.12752.58
γ10-15.9631-21.45
Estimation Period:
Nov 16, 2009 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts