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China Haisheng Juice Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 31, 2022 at 03:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of China Haisheng Juice Holdings Co Ltd S0GARCH
paramt-stat
ω1.00214.87
α0.06133.29
β0.812812.49
γ10.68591.17
γ2-1.0511-1.13
γ30.25550.32
γ40.39560.52
γ5-0.4208-0.76
γ60.67521.50
γ7-1.6276-2.98
γ82.32224.09
γ9-1.9539-3.20
γ100.80691.58
Estimation Period:
Jan 2, 2007 to Mar 18, 2022
Impact of return on volatility tomorrow
Volatility Forecasts