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Tan Tao Investment and Industry Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 6, 2025 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tan Tao Investment and Industry Corp S0GARCH
paramt-stat
ω5.12551.73
α0.475535.20
β0.5186166.64
γ10.04270.05
γ2-0.0412-0.04
γ30.04070.12
γ4-0.1733-0.65
γ50.26730.96
γ6-0.2481-0.84
γ70.21440.61
γ80.17090.29
γ9-7.3169-9.17
γ1013.683523.04
Estimation Period:
Mar 19, 2007 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts