Skip to main content
V-Lab

Foshan Huaxin Packaging Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 10, 2021 at 01:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Foshan Huaxin Packaging Co Ltd S0GARCH
paramt-stat
ω1.17614.21
α0.13186.68
β0.768022.33
γ1-0.4598-1.36
γ20.89931.80
γ3-0.6133-2.00
γ40.26590.89
γ5-0.3555-1.18
γ60.58341.93
γ7-0.7867-2.84
γ81.00664.50
γ9-0.7477-3.24
γ100.20160.91
Estimation Period:
Jul 6, 2000 to Jun 4, 2021
Impact of return on volatility tomorrow
Volatility Forecasts