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Alpiq Holding AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 16, 2019 at 08:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alpiq Holding AG S0GARCH
paramt-stat
ω0.69544.31
α0.20079.37
β0.718024.43
γ1-0.2702-3.49
γ20.41153.65
γ3-0.1982-2.87
γ40.08071.46
γ5-0.1089-1.74
γ60.20082.78
γ7-0.1999-2.71
γ80.12182.31
Estimation Period:
Jan 3, 1990 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts