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V-Lab

Huaneng Renewables Corp Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, February 17, 2020 at 04:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Huaneng Renewables Corp Ltd SGARCH
paramt-stat
ω0.95554.43
α0.04211.74
β0.89299.73
γ10.04930.07
γ2-0.5438-0.51
γ30.85011.10
γ4-0.1476-0.21
γ5-1.2451-2.03
γ62.33883.33
γ7-1.7509-1.71
γ8-1.7800-1.34
Estimation Period:
Jun 10, 2011 to Feb 14, 2020
Impact of return on volatility tomorrow
Volatility Forecasts