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V-Lab

Asaleo Care Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 12, 2021 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Asaleo Care Ltd SGARCH
paramt-stat
ω0.55503.96
α0.10613.06
β0.31811.59
γ1-1.4973-1.25
γ22.53761.41
γ3-1.2131-0.79
γ4-1.2649-0.89
γ53.75073.04
γ6-4.5839-3.24
γ73.35622.45
γ8-0.5406-0.33
γ9-8.3383-2.74
Estimation Period:
Jun 27, 2014 to Jun 4, 2021
Impact of return on volatility tomorrow
Volatility Forecasts