Skip to main content
V-Lab

China Huishan Dairy Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 27, 2017 at 09:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of China Huishan Dairy Holdings Co Ltd S0GARCH
paramt-stat
ω1.72012.02
α0.24524.22
β0.754213.12
γ1-5.8121-0.20
γ24.73720.14
γ34.49000.31
γ4-30.3813-1.01
γ540.02550.59
γ6-0.4000-0.00
γ733.54030.30
γ8-92.0564-1.41
Estimation Period:
Sep 27, 2013 to Mar 24, 2017
Impact of return on volatility tomorrow
Volatility Forecasts