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Asaleo Care Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 12, 2021 at 12:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Asaleo Care Ltd S0GARCH
paramt-stat
ω0.55344.02
α0.09502.76
β0.32071.54
γ1-1.4547-1.22
γ22.44611.37
γ3-1.1067-0.73
γ4-1.3999-1.00
γ53.98003.26
γ6-5.1182-3.76
γ74.67853.88
γ8-3.8201-3.84
γ92.76423.08
Estimation Period:
Jun 27, 2014 to Jun 4, 2021
Impact of return on volatility tomorrow
Volatility Forecasts