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Zurich Insurance Group Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 10, 2024 at 07:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Zurich Insurance Group Ag S0GARCH
paramt-stat
ω0.94979,496,530.00
α0.69336,932,720.00
β0.30673,067,280.00
γ19.744797,447,150.00
γ2330.68973,306,897,000.00
γ3-574.9860-5,749,860,000.00
Estimation Period:
Apr 11, 2018 to Jul 5, 2024
Impact of return on volatility tomorrow
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