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Automotive Holdings Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 24, 2019 at 09:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Automotive Holdings Group Ltd S0GARCH
paramt-stat
ω0.66655.17
α0.12894.51
β0.713912.31
γ1-0.0209-0.06
γ2-0.3063-0.56
γ30.52811.69
γ4-0.2549-1.10
γ50.05290.24
γ6-0.0349-0.17
γ70.32361.50
γ8-0.5087-2.68
Estimation Period:
Nov 3, 2005 to Sep 20, 2019
Impact of return on volatility tomorrow
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