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Hutchison Whampoa Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hutchison Whampoa Ltd SGARCH
paramt-stat
ω0.95425.74
α0.06387.32
β0.902276.57
γ10.10000.68
γ2-0.2878-1.29
γ30.47613.46
γ4-0.5428-4.75
γ50.32942.73
γ6-0.1520-1.25
γ70.31562.65
γ8-0.4343-3.49
γ90.17580.99
γ100.24780.89
Estimation Period:
Jan 1, 1990 to May 22, 2015
Impact of return on volatility tomorrow
Volatility Forecasts