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Aktia Bank OYJ 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 SGARCH
paramt-stat
ω0.89964.59
α0.19344.02
β0.46253.19
γ14.66350.83
γ2-2.5132-0.30
γ3-11.0953-2.22
γ418.11684.20
γ5-14.9831-3.04
γ611.80311.91
γ7-12.7577-1.94
γ88.73471.20
γ9-1.8183-0.23
Estimation Period:
Sep 29, 2009 to Apr 6, 2018
Impact of return on volatility tomorrow
Volatility Forecasts