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Adveo Group International SA 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 SGARCH
paramt-stat
ω1.09083.07
α0.12258.17
β0.837742.66
γ1-0.1109-0.87
γ20.22341.21
γ3-0.1711-1.31
γ4-0.0148-0.13
γ50.17361.60
γ6-0.0906-0.88
γ7-0.0349-0.35
γ80.03930.29
γ9-0.0741-0.48
γ100.51831.31
Estimation Period:
Jan 1, 1990 to Nov 9, 2018
Impact of return on volatility tomorrow
Volatility Forecasts