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V-Lab

Beijing Properties Holdings Ltd 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 SGARCH
paramt-stat
ω1.56835.03
α0.28056.09
β0.54789.95
γ10.06360.39
γ2-0.0621-0.21
γ30.20780.88
γ4-0.5959-3.34
γ50.70214.53
γ6-0.5039-3.97
γ70.28201.73
γ8-0.1196-0.73
γ90.15801.07
γ10-0.1543-0.45
Estimation Period:
Jan 15, 1998 to Aug 15, 2025
Impact of return on volatility tomorrow
Volatility Forecasts