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Haitong International Securities Group Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 29, 2023 at 04:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Haitong International Securities Group Ltd S0GARCH
paramt-stat
ω1.05175.16
α0.13536.30
β0.782118.78
γ10.04190.24
γ2-0.3413-1.24
γ30.77224.36
γ4-0.7993-4.68
γ50.37682.09
γ60.01530.10
γ7-0.1328-0.95
γ80.11580.90
γ9-0.0217-0.13
γ10-0.0640-0.39
Estimation Period:
Aug 6, 1996 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts