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Aktia Bank OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 11, 2018 at 04:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aktia Bank OYJ S0GARCH
paramt-stat
ω0.90004.58
α0.19314.03
β0.46383.20
γ14.71010.84
γ2-2.6289-0.31
γ3-10.9267-2.19
γ417.90004.14
γ5-14.7447-3.00
γ611.54721.89
γ7-12.4282-1.97
γ88.15111.33
γ9-0.4019-0.09
Estimation Period:
Sep 29, 2009 to Apr 6, 2018
Impact of return on volatility tomorrow
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