Skip to main content
V-Lab

PMD Device Solutions AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:233.38% (-0.05%)
Analysis last updated: Friday, January 17, 2025 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of PMD Device Solutions AB S0GARCH
paramt-stat
ω0.58682.71
α0.19472.85
β0.67428.63
γ1-5.3929-0.53
γ210.00000.63
γ3-6.4510-0.61
γ4-0.9051-0.09
γ516.44371.79
γ6-30.8249-2.97
γ722.58751.68
γ8-1.4080-0.11
γ9-7.1420-0.77
Estimation Period:
Dec 11, 2020 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts