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Guangdong Highsun Group Co Ltd 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 SGARCH
paramt-stat
ω1.03495.01
α0.10618.34
β0.851746.97
γ10.15311.53
γ2-0.1862-1.20
γ30.11060.90
γ4-0.2874-2.54
γ50.41983.46
γ6-0.4490-3.43
γ70.52674.44
γ8-0.5158-4.10
γ90.43132.14
Estimation Period:
Oct 28, 1998 to Sep 16, 2024
Impact of return on volatility tomorrow
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