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Beijing Properties Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 22, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beijing Properties Holdings Ltd S0GARCH
paramt-stat
ω1.49205.00
α0.28056.03
β0.53679.57
γ10.03420.21
γ2-0.0159-0.05
γ30.17710.76
γ4-0.5702-3.25
γ50.68084.49
γ6-0.4896-3.91
γ70.28041.74
γ8-0.1405-0.87
γ90.22831.50
γ10-0.3422-2.47
Estimation Period:
Jan 15, 1998 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts