Credit Suisse Group AG Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, June 12th, 2023):
1 Day
36.44%
1 Week
36.63%
1 Month
37.35%
Analysis last updated: Friday, June 9, 2023 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 5.26 | |
| 0.0869 | 9.11 | |
| 0.9045 | 100.08 | |
| -0.0002 | -0.78 |
Estimation Period:
Aug 27, 1993 to Jun 9, 2023
Aug 27, 1993 to Jun 9, 2023
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