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Haier Electronics Group Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 11, 2020 at 04:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Haier Electronics Group Co Ltd SGARCH
paramt-stat
ω1.16724.42
α0.12375.06
β0.755816.18
γ1-0.1866-1.80
γ20.22801.40
γ30.06060.43
γ4-0.2486-1.68
γ50.20421.73
γ6-0.0428-0.47
γ7-0.0020-0.02
γ8-0.0680-0.56
Estimation Period:
Dec 23, 1997 to Dec 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts