Skip to main content
V-Lab

Zurich Insurance Group Ag 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 SGARCH
paramt-stat
ω0.25532,552,540.00
α0.53195,318,880.00
β0.40434,043,360.00
γ1-349.5727-3,495,727,000.00
γ2694.41146,944,114,000.00
γ336.7963367,962,800.00
γ4-782.7689-7,827,689,000.00
γ5-271.4150-2,714,150,000.00
Estimation Period:
Apr 11, 2018 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts