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Permascand TOP Holding AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, March 3, 2024 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Permascand TOP Holding AB SGARCH
paramt-stat
ω0.58511.34
α0.21123.23
β0.28571.02
γ1-3.0435-0.10
γ24.73020.12
γ3-4.9641-0.31
γ41.64260.11
γ59.92090.54
γ6-18.4280-1.05
γ727.87511.87
γ8-43.6725-2.62
γ955.80052.44
γ10-109.5759-2.14
Estimation Period:
Jun 11, 2021 to Mar 1, 2024
Impact of return on volatility tomorrow
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