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Openjobmetis Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 9, 2024 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Openjobmetis Spa S0GARCH
paramt-stat
ω0.83623.66
α0.29444.15
β0.565312.10
γ1-0.7550-0.83
γ20.94180.66
γ3-1.1249-1.02
γ42.61242.77
γ5-3.3199-3.14
γ62.77572.50
γ7-1.3681-1.21
γ8-1.7860-1.67
γ93.86835.88
Estimation Period:
Feb 29, 2016 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts