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V-Lab

PMD Device Solutions AB Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:1,028.11% (-0.02%)
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 SGARCH
paramt-stat
ω0.53152.91
α0.18082.43
β0.62336.42
γ1-5.0886-0.54
γ29.59210.65
γ3-6.3218-0.64
γ4-0.8788-0.09
γ516.25811.95
γ6-30.6929-3.55
γ725.20272.33
γ8-14.5423-1.56
γ931.94015.38
Estimation Period:
Dec 11, 2020 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts