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Huaxun Fangzhou Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 13, 2022 at 01:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huaxun Fangzhou Co Ltd S0GARCH
paramt-stat
ω0.98665.87
α0.12406.88
β0.791234.66
γ10.02960.33
γ2-0.0399-0.29
γ30.18501.91
γ4-0.3341-3.62
γ50.07110.71
γ60.28842.62
γ7-0.3645-2.90
γ80.32612.24
γ9-0.2534-1.95
Estimation Period:
Feb 21, 1997 to Jun 10, 2022
Impact of return on volatility tomorrow
Volatility Forecasts