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Huaxin Cement Co Ltd 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 SGARCH
paramt-stat
ω1.30113.67
α0.09467.16
β0.839939.13
γ10.00390.02
γ2-0.2799-1.22
γ30.55663.98
γ4-0.3144-2.70
γ5-0.1489-1.36
γ60.41544.03
γ7-0.4456-3.80
γ80.42792.79
γ9-0.3173-1.83
γ10-0.0493-0.22
Estimation Period:
Dec 9, 1994 to Feb 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts