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Huangshi Dongbei Electrical Appliance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 4, 2020 at 02:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Huangshi Dongbei Electrical Appliance Co Ltd S0GARCH
paramt-stat
ω1.03374.13
α0.11196.98
β0.815329.72
γ1-0.6112-3.23
γ21.10453.97
γ3-0.6800-3.16
γ40.12560.62
γ50.07990.39
γ60.01800.08
γ7-0.0653-0.25
γ80.00210.01
γ90.14460.53
γ10-0.1813-1.07
Estimation Period:
Jul 15, 1999 to Oct 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts