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V-Lab

Foshan Huaxin Packaging Co Ltd 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 SGARCH
paramt-stat
ω1.15644.19
α0.13406.59
β0.761421.38
γ1-0.4955-1.49
γ20.95841.95
γ3-0.6563-2.17
γ40.30271.03
γ5-0.3882-1.30
γ60.61602.05
γ7-0.8300-3.00
γ81.08344.65
γ9-0.9162-3.01
γ100.65071.23
Estimation Period:
Jul 6, 2000 to Jun 4, 2021
Impact of return on volatility tomorrow
Volatility Forecasts