Skip to main content
V-Lab

Self Storage Group Asa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 16, 2023 at 01:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Self Storage Group Asa S0GARCH
paramt-stat
ω35.64113.36
α0.789240.41
β0.209511.16
γ135.61580.57
γ2-36.8017-0.45
γ3-2.1265-0.06
γ49.91200.29
γ54.79540.09
γ6-331.7826-2.13
γ7563.24371.35
γ8316.61420.60
γ9-2,169.7990-5.60
γ102,598.595013.87
Estimation Period:
Oct 5, 2021 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts