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Lee Hing Development Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 16, 2021 at 03:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lee Hing Development Ltd S0GARCH
paramt-stat
ω0.23712.60
α0.34383.48
β0.36323.23
γ1-38.5526-4.56
γ264.69075.33
γ3-43.0314-5.27
γ422.26623.44
γ5-3.6524-0.72
γ6-4.6551-0.64
γ79.08241.01
γ8-10.9826-1.52
Estimation Period:
Jan 8, 2007 to Mar 12, 2021
Impact of return on volatility tomorrow
Volatility Forecasts