V-Lab
V-Lab
China Resources Power Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.48% (-0.57%)

Analysis last updated: Wednesday, May 1, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of China Resources Power Holdings Co Ltd S0GARCH
paramt-stat
ω1.21926.13
α0.06056.02
β0.925874.07
γ10.00121.26
Estimation Period:
Nov 12, 2003 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts