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HNA Innovation Co Ltd 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 SGARCH
paramt-stat
ω0.80143.98
α0.11866.86
β0.845641.08
γ10.06190.19
γ20.10480.22
γ3-0.3562-1.18
γ40.13890.43
γ50.00020.00
γ60.25260.92
γ7-0.3921-1.34
γ80.54981.71
γ9-1.6644-1.92
γ104.99831.89
Estimation Period:
Mar 28, 2001 to Jul 1, 2022
Impact of return on volatility tomorrow
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