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V-Lab

DSHE Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 5, 2016 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of DSHE Holdings Ltd S0GARCH
paramt-stat
ω0.87442.85
α0.00000.00
β0.999410.32
γ1-18.5674-0.28
γ231.33990.82
γ3-16.1730-0.80
γ42.01010.10
γ5-0.7266-0.04
γ611.66890.61
γ75.45160.17
γ8-34.7146-0.92
Estimation Period:
Dec 4, 2013 to Dec 31, 2015
Impact of return on volatility tomorrow
Volatility Forecasts