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Huabei Expressway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 4, 2017 at 08:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huabei Expressway Co Ltd S0GARCH
paramt-stat
ω0.94073.55
α0.09845.49
β0.862836.35
γ10.01770.10
γ20.18730.66
γ3-0.2909-0.97
γ4-0.1092-0.38
γ50.28271.40
γ60.12720.78
γ7-0.3796-3.41
Estimation Period:
Sep 27, 1999 to Dec 1, 2017
Impact of return on volatility tomorrow
Volatility Forecasts