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V-Lab

Chr.Hansen Holdings As Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 1, 2024 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chr.Hansen Holdings As SGARCH
paramt-stat
ω1.15324.75
α0.08033.99
β0.68718.28
γ1-0.0778-0.33
γ20.16550.51
γ3-0.0210-0.10
γ4-0.2337-1.18
γ50.45872.11
γ6-0.6216-2.35
γ70.67142.15
γ8-1.0365-1.79
Estimation Period:
Jun 8, 2010 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts