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Hop Hing Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 16, 2021 at 04:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hop Hing Group Holdings Ltd S0GARCH
paramt-stat
ω2.85093.47
α0.15713.82
β0.736513.19
γ10.41781.64
γ2-0.4734-1.26
γ30.29801.06
γ4-0.6769-2.63
γ50.94973.61
γ6-0.7643-3.06
Estimation Period:
Mar 12, 2007 to Dec 10, 2021
Impact of return on volatility tomorrow
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