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V-Lab

HNA Innovation Co Ltd 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 SGARCH
paramt-stat
ω1.10922.21
α0.12588.80
β0.843947.11
γ1-0.4717-2.01
γ20.91522.76
γ3-0.6935-2.80
γ40.26651.22
γ5-0.0835-0.39
γ60.14760.67
γ7-0.1590-0.71
γ80.48411.53
γ9-1.6056-2.10
γ104.38722.04
Estimation Period:
Jan 18, 1999 to Jul 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts