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HKC Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 6, 2021 at 03:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HKC Holdings Ltd S0GARCH
paramt-stat
ω1.41177.37
α0.21005.76
β0.51287.62
γ10.30521.04
γ2-1.0293-2.15
γ31.59343.88
γ4-1.4021-2.62
γ50.97271.28
γ6-0.7853-0.95
γ70.26780.42
γ80.16260.34
γ90.40670.68
γ10-0.8809-1.39
Estimation Period:
Jan 2, 2007 to Apr 23, 2021
Impact of return on volatility tomorrow
Volatility Forecasts