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Adveo Group International SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 12, 2019 at 06:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Adveo Group International SA S0GARCH
paramt-stat
ω1.08903.06
α0.12368.06
β0.834841.15
γ1-0.1003-0.79
γ20.20531.11
γ3-0.1588-1.23
γ4-0.0219-0.19
γ50.17791.65
γ6-0.1017-0.99
γ70.00400.04
γ8-0.0628-0.46
γ90.20241.30
γ10-0.2549-1.92
Estimation Period:
Jan 1, 1990 to Nov 9, 2018
Impact of return on volatility tomorrow
Volatility Forecasts