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Alpiq Holding AG 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 SGARCH
paramt-stat
ω0.72994.52
α0.21069.50
β0.700321.91
γ1-0.2482-2.92
γ20.29962.54
γ30.04410.56
γ4-0.2374-2.76
γ50.23902.70
γ6-0.2263-2.56
γ70.29622.56
γ8-0.2692-1.89
γ9-0.0163-0.09
Estimation Period:
Jan 3, 1990 to Dec 13, 2019
Impact of return on volatility tomorrow
Volatility Forecasts