Skip to main content
V-Lab

Adevinta Asa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 6, 2024 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adevinta Asa S0GARCH
paramt-stat
ω0.66583.49
α0.11842.49
β0.767411.05
γ11.17290.30
γ21.14290.21
γ3-6.1270-1.44
γ44.87991.04
γ50.57360.14
γ6-1.9284-0.50
γ7-3.3720-0.89
γ88.44561.66
γ9-12.7492-2.05
γ1013.32843.02
Estimation Period:
Apr 15, 2019 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts