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V-Lab

Akka Technologies Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 05:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Akka Technologies S0GARCH
paramt-stat
ω0.79993.84
α0.22936.58
β0.50478.79
γ10.24470.70
γ2-0.3346-0.66
γ3-0.1643-0.51
γ40.72442.48
γ5-0.9699-3.81
γ60.89664.38
γ7-0.6890-2.68
γ80.70222.41
γ9-0.7662-3.31
γ100.43713.14
Estimation Period:
Apr 14, 2005 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts