Credit Suisse Group AG AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, June 12th, 2023):
1 Day
35.95%
1 Week
36.08%
1 Month
36.55%
Analysis last updated: Friday, June 9, 2023 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 9.54 | |
| 0.0798 | 37.64 | |
| 0.9089 | 442.07 | |
| 0.6600 | 18.20 |
Estimation Period:
Aug 27, 1993 to Jun 9, 2023
Aug 27, 1993 to Jun 9, 2023
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