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Arteria Networks Corporation Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, October 22, 2023 at 04:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Arteria Networks Corporation S0GARCH
paramt-stat
ω1.69773.64
α0.28562.06
β0.71175.75
γ1-16.7911-0.63
γ222.72610.72
γ3-8.9110-0.94
γ44.62830.67
γ5-2.7906-0.49
γ62.61690.32
γ7-40.9583-0.72
γ8109.04950.74
γ9-99.0172-0.70
Estimation Period:
Dec 12, 2018 to Oct 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts