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V-Lab

Nikon SLM Solutions AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 12, 2023 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nikon SLM Solutions AG SGARCH
paramt-stat
ω1.35015.60
α0.35694.78
β0.15022.02
γ14.11845.97
γ2-6.4055-6.20
γ33.53977.57
γ4-1.7507-3.10
γ50.69741.28
γ6-0.7103-1.51
γ71.08251.96
γ8-5.8030-5.14
Estimation Period:
May 8, 2014 to Sep 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts