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Hollysys Automation Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 26, 2024 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hollysys Automation Technologies Ltd S0GARCH
paramt-stat
ω0.68144.90
α0.20485.39
β0.40334.84
γ10.64122.90
γ2-1.1960-3.52
γ30.80324.01
γ4-0.4767-3.55
γ50.40502.75
γ6-0.2490-1.46
γ70.19741.06
γ8-0.1535-0.61
γ9-0.1645-0.47
γ100.33081.17
Estimation Period:
Aug 31, 2005 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts