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Aktiv Kapital ASA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aktiv Kapital ASA SGARCH
paramt-stat
ω1.05374.33
α0.14215.63
β0.738516.38
γ1-1.4132-4.35
γ22.15734.22
γ3-1.0459-3.00
γ40.51691.72
γ5-0.1074-0.36
γ6-0.3504-1.07
γ70.76701.68
γ8-2.4780-2.36
Estimation Period:
Nov 19, 1997 to Jul 4, 2012
Impact of return on volatility tomorrow
Volatility Forecasts