Skip to main content
V-Lab

Huayi Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 25, 2023 at 02:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huayi Electric Co Ltd S0GARCH
paramt-stat
ω0.72163.69
α0.16668.36
β0.753726.41
γ1-0.0808-0.63
γ20.38942.14
γ3-0.6471-5.78
γ40.46764.55
γ5-0.1919-2.08
γ60.18121.95
γ7-0.2441-2.46
γ80.17822.42
Estimation Period:
Nov 6, 2000 to Dec 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts