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Applus Services Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 30, 2024 at 01:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Applus Services Sa S0GARCH
paramt-stat
ω1.13633.68
α0.09403.41
β0.738513.54
γ1-0.4357-1.14
γ20.36180.68
γ30.44561.06
γ4-0.3308-0.79
γ5-0.4631-0.99
γ60.97022.12
γ7-1.3105-2.73
γ81.21852.92
Estimation Period:
May 14, 2014 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts