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Self Storage Group Asa 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 SGARCH
paramt-stat
ω32.2953322,952,600.00
α0.31173,116,740.00
β0.68596,859,140.00
γ171.3718713,718,400.00
γ2-268.7393-2,687,393,000.00
γ3424.84264,248,426,000.00
γ4-97.3825-973,824,600.00
γ5-1,076.6900-10,766,900,000.00
γ62,925.679029,256,790,000.00
γ7-16,255.4400-162,554,400,000.00
Estimation Period:
Oct 5, 2021 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts