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V-Lab

Visiativ Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 6, 2024 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Visiativ Sa SGARCH
paramt-stat
ω1.11083.11
α0.20655.59
β0.53456.99
γ1-0.4249-0.50
γ20.55300.36
γ30.12850.12
γ4-0.2089-0.29
γ5-0.8306-1.07
γ61.60491.81
γ7-1.1846-1.44
γ80.10460.10
γ92.06211.11
γ10-9.4997-2.80
Estimation Period:
May 28, 2014 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts