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Interhyp AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 9, 2014 at 06:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Interhyp AG S0GARCH
paramt-stat
ω2.67851.73
α0.49843.62
β0.22161.81
γ13.85400.98
γ2-6.1222-1.13
γ37.90152.70
γ4-12.8601-6.59
γ55.17081.60
γ69.79271.99
γ7-5.9733-1.32
γ8-7.4899-2.04
γ97.25422.60
Estimation Period:
Sep 28, 2005 to Jul 7, 2011
Impact of return on volatility tomorrow
Volatility Forecasts