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Aktiv Kapital ASA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aktiv Kapital ASA S0GARCH
paramt-stat
ω1.01704.41
α0.11595.07
β0.737413.26
γ1-1.3740-4.52
γ22.09734.45
γ3-1.0401-3.34
γ40.59232.22
γ5-0.3021-1.14
γ60.10910.37
γ7-0.2559-1.10
γ80.19741.54
Estimation Period:
Nov 19, 1997 to Jul 4, 2012
Impact of return on volatility tomorrow
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