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V-Lab

Purmo Group Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 11, 2025 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Purmo Group Oyj S0GARCH
paramt-stat
ω1.23982.12
α0.41974.27
β0.40903.96
γ1-10.0489-1.72
γ212.01781.02
γ3-2.6818-0.27
γ42.91770.39
γ5-4.0277-0.65
γ65.93890.94
γ7-15.3708-1.82
γ819.22372.80
Estimation Period:
Jul 14, 2021 to Feb 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts