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Henan Xinye Textile Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 29, 2024 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Henan Xinye Textile Co Ltd S0GARCH
paramt-stat
ω0.95044.43
α0.10826.11
β0.803025.28
γ1-0.3036-1.47
γ20.30871.06
γ3-0.0641-0.32
γ40.50512.30
γ5-1.0605-4.13
γ61.13634.29
γ7-1.0657-3.66
γ81.37342.91
γ9-1.3312-2.66
Estimation Period:
Nov 30, 2006 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts