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V-Lab

Huadian Fuxin Energy Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 21, 2020 at 03:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Huadian Fuxin Energy Corp Ltd SGARCH
paramt-stat
ω1.00263.21
α0.22063.75
β0.40484.98
γ10.00890.01
γ2-0.4208-0.34
γ31.37442.03
γ4-2.7667-4.46
γ53.61125.45
γ6-3.1730-4.72
γ72.75394.08
γ8-5.3508-5.43
Estimation Period:
Jun 28, 2012 to Sep 18, 2020
Impact of return on volatility tomorrow
Volatility Forecasts