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Hong Yuan Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Yuan Securities Co Ltd S0GARCH
paramt-stat
ω1.66266.29
α0.14224.90
β0.725116.73
γ10.20010.72
γ2-0.3159-0.74
γ30.18790.76
γ40.02790.17
γ5-0.2050-1.65
γ60.25322.09
γ7-0.4428-3.59
γ80.54854.38
γ9-0.3361-3.47
Estimation Period:
Feb 2, 1994 to Dec 5, 2014
Impact of return on volatility tomorrow
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