Skip to main content
V-Lab

Haier Electronics Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 11, 2020 at 04:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Haier Electronics Group Co Ltd S0GARCH
paramt-stat
ω1.22574.71
α0.12085.01
β0.762916.68
γ1-0.1460-2.05
γ20.22182.09
γ3-0.0553-0.77
γ4-0.1205-1.67
γ50.18822.41
γ6-0.1114-1.76
γ70.03100.82
Estimation Period:
Dec 23, 1997 to Dec 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts