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Adler Modemärkte AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, March 22, 2021 at 06:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adler Modemärkte AG S0GARCH
paramt-stat
ω0.73875.67
α0.18194.77
β0.58707.15
γ1-1.1896-1.63
γ21.48191.20
γ3-0.4381-0.46
γ40.84681.04
γ5-1.7323-2.15
γ61.85962.46
γ7-2.0715-2.53
γ83.63434.01
γ9-3.8566-4.90
Estimation Period:
Jun 21, 2011 to Mar 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts