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Huangshi Dongbei Electrical Appliance Co Ltd 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 SGARCH
paramt-stat
ω1.26785.00
α0.11117.06
β0.818130.51
γ1-0.1865-1.54
γ20.47572.75
γ3-0.5351-4.82
γ40.34122.63
γ5-0.1340-0.96
γ60.07260.62
γ7-0.0819-0.63
γ80.29161.29
Estimation Period:
Jul 15, 1999 to Oct 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts