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Penneo APS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 8, 2025 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Penneo APS S0GARCH
paramt-stat
ω0.67403.45
α0.16972.83
β0.47293.60
γ1-6.4206-1.32
γ26.37400.82
γ32.99030.42
γ4-7.0594-1.07
γ57.33921.47
γ6-7.2766-1.77
γ710.03782.29
γ8-12.0259-2.78
γ912.95532.65
γ10-10.5143-2.19
Estimation Period:
Jun 15, 2020 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts