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V-Lab

China Magnesium Corporation Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 26, 2019 at 06:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of China Magnesium Corporation Limited S0GARCH
paramt-stat
ω0.92784.12
α0.20702.79
β0.28361.38
γ12.70523.17
γ2-1.8804-1.55
γ3-1.6228-1.70
γ4-0.1924-0.18
γ51.61771.86
Estimation Period:
Nov 9, 2010 to May 16, 2019
Impact of return on volatility tomorrow
Volatility Forecasts