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Ahlstrom-Munksjo Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, June 21, 2021 at 07:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ahlstrom-Munksjo Oyj S0GARCH
paramt-stat
ω1.03872.93
α0.33023.57
β0.50666.01
γ10.71820.57
γ2-1.8717-1.00
γ32.06601.52
γ4-1.4891-1.14
γ50.26790.17
γ61.19200.64
γ7-2.3070-1.33
γ84.50702.38
γ9-8.8473-4.44
γ109.39637.87
Estimation Period:
Jun 7, 2013 to Jun 18, 2021
Impact of return on volatility tomorrow
Volatility Forecasts