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Guangdong Highsun Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 20, 2024 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangdong Highsun Group Co Ltd S0GARCH
paramt-stat
ω1.02894.88
α0.10818.74
β0.850249.33
γ10.13861.37
γ2-0.1603-1.02
γ30.08780.70
γ4-0.2646-2.32
γ50.39673.24
γ6-0.4251-3.22
γ70.49684.17
γ8-0.4578-3.88
γ90.25062.55
Estimation Period:
Oct 28, 1998 to Sep 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts