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Agromino A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, October 31, 2020 at 07:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agromino A/S S0GARCH
paramt-stat
ω0.72643.82
α0.21815.89
β0.50397.49
γ1-0.4275-0.78
γ2-0.0205-0.03
γ30.87211.99
γ4-0.5360-1.52
γ50.15900.40
γ60.58691.26
γ7-1.7914-3.33
γ81.63162.76
γ9-0.2127-0.25
γ10-0.4583-0.59
Estimation Period:
May 18, 2007 to Oct 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts