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Retech Technology Co., Limited Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 31, 2023 at 01:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Retech Technology Co., Limited S0GARCH
paramt-stat
ω22.0902220,901,600.00
α0.49554,954,640.00
β0.48784,878,010.00
γ1-62.7627-627,626,900.00
γ2-13.0275-130,274,800.00
γ3244.99692,449,969,000.00
γ458.9372589,371,600.00
γ5-362.2923-3,622,923,000.00
γ6-825.0907-8,250,907,000.00
γ7-153.7356-1,537,356,000.00
γ81,390.404013,904,040,000.00
γ91,213.054012,130,540,000.00
Estimation Period:
Jun 22, 2017 to Aug 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts