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Mofast Ab (Publ) Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mofast Ab (Publ) SGARCH
paramt-stat
ω31.0709310,709,300.00
α0.76047,603,620.00
β0.23962,396,360.00
γ149.1185491,185,300.00
γ2-190.7458-1,907,458,000.00
γ3357.41223,574,122,000.00
γ4-692.5036-6,925,036,000.00
γ5531.22475,312,247,000.00
γ61,416.621014,166,210,000.00
γ7-9,155.5920-91,555,920,000.00
Estimation Period:
May 13, 2021 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts