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HNA Innovation Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 6, 2022 at 02:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HNA Innovation Co Ltd S0GARCH
paramt-stat
ω0.96312.47
α0.13227.49
β0.811535.01
γ1-0.4233-1.96
γ20.82242.74
γ3-0.6078-2.96
γ40.18751.05
γ5-0.0127-0.07
γ60.06190.33
γ70.05880.31
γ8-0.1719-0.66
γ90.45341.01
γ10-0.6879-1.48
Estimation Period:
Jan 18, 1999 to Jul 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts