Skip to main content
V-Lab

HNA Innovation Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 6, 2022 at 02:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HNA Innovation Co Ltd S0GARCH
paramt-stat
ω0.72134.93
α0.13695.36
β0.787224.61
γ10.10290.42
γ20.01950.06
γ3-0.2587-1.13
γ40.02390.10
γ50.12210.55
γ60.11660.54
γ7-0.1496-0.62
γ8-0.1202-0.40
γ90.60691.15
γ10-0.7952-1.40
Estimation Period:
Mar 28, 2001 to Jul 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts