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Guangdong Huatie Tongda High-speed Railway Equipment Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 08:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Guangdong Huatie Tongda High-speed Railway Equipment Corp S0GARCH
paramt-stat
ω0.82595.09
α0.171210.17
β0.745628.33
γ1-0.0600-0.55
γ20.18841.15
γ3-0.3171-2.87
γ40.32633.51
γ5-0.2822-3.26
γ60.33513.42
γ7-0.3730-3.87
γ80.26803.88
Estimation Period:
Jun 2, 2000 to Aug 16, 2024
Impact of return on volatility tomorrow
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