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Hua Han Health Industry Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 27, 2016 at 09:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hua Han Health Industry Holdings Ltd S0GARCH
paramt-stat
ω1.43033.06
α0.13514.07
β0.65918.72
γ11.24872.76
γ2-1.7552-2.82
γ31.04402.62
γ4-1.0753-2.90
γ50.49701.70
γ60.28041.08
γ7-0.2747-0.87
γ80.22540.54
γ9-0.3769-0.96
Estimation Period:
Dec 10, 2002 to Sep 23, 2016
Impact of return on volatility tomorrow
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