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Henan Xinye Textile Co Ltd 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 SGARCH
paramt-stat
ω0.93404.42
α0.10636.08
β0.802423.82
γ1-0.3210-1.57
γ20.33301.15
γ3-0.0694-0.35
γ40.48582.25
γ5-0.9933-3.96
γ60.96363.85
γ7-0.6136-2.68
γ80.26870.90
γ90.97391.13
Estimation Period:
Nov 30, 2006 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts