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Ngenic AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 3, 2025 at 12:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ngenic AB S0GARCH
paramt-stat
ω2.18361.59
α0.45598.02
β0.54309.54
γ120.05011.08
γ2-22.8265-0.86
γ30.15790.01
γ43.43950.21
γ5-1.3385-0.07
γ6-0.2750-0.02
γ713.22261.39
γ8-33.0489-2.69
γ945.26054.46
γ10-39.7218-7.46
Estimation Period:
Jun 11, 2021 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts