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Bloomage BioTechnology Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 18, 2017 at 09:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bloomage BioTechnology Corp Ltd S0GARCH
paramt-stat
ω1.92814.21
α0.13424.74
β0.68908.43
γ1-0.9463-0.66
γ21.83360.74
γ3-1.1869-0.53
γ4-0.2538-0.11
γ53.26821.48
γ6-5.7217-3.42
γ74.67653.30
γ8-2.8769-2.15
γ91.37831.14
γ100.27850.28
Estimation Period:
Oct 3, 2008 to Oct 13, 2017
Impact of return on volatility tomorrow
Volatility Forecasts