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V-Lab

China Huishan Dairy Holdings Co Ltd 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 SGARCH
paramt-stat
ω2.25631.82
α0.41949.52
β0.578313.72
γ12.50540.04
γ2-9.5308-0.12
γ313.81180.61
γ4-6.8813-0.42
γ5-2.1078-0.15
γ6-6.9953-0.47
γ718.94860.98
γ8-4.0267-0.19
γ9-63.9281-1.72
γ10237.55052.25
Estimation Period:
Sep 27, 2013 to Mar 24, 2017
Impact of return on volatility tomorrow
Volatility Forecasts