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Huaxin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 4, 2022 at 06:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huaxin Cement Co Ltd S0GARCH
paramt-stat
ω1.30823.61
α0.09397.16
β0.843540.36
γ10.00020.00
γ2-0.2717-1.17
γ30.54743.84
γ4-0.3068-2.59
γ5-0.1526-1.37
γ60.41964.01
γ7-0.4627-3.96
γ80.47423.18
γ9-0.4251-2.89
γ100.24302.57
Estimation Period:
Dec 9, 1994 to Feb 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts