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AST Groupe SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 18, 2025 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AST Groupe SA SGARCH
paramt-stat
ω0.92770.01
α0.10650.00
β0.89350.02
γ1-1.5851-0.00
γ21.77250.00
γ3-0.1749-0.00
γ4-0.1722-0.00
γ50.44220.00
γ6-0.6523-0.01
γ70.94640.01
γ8-3.3852-0.00
γ97.85680.00
γ10-13.0473-0.05
Estimation Period:
Jun 28, 2000 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts