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V-Lab

Amer Sports Oyj Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 7, 2023 at 05:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amer Sports Oyj SGARCH
paramt-stat
ω1.15367.00
α0.18936.11
β0.659919.66
γ10.00650.15
γ2-0.0010-0.01
γ3-0.0303-0.56
γ40.02040.47
γ50.07801.89
γ6-0.1951-5.16
γ70.24886.04
γ8-0.3951-6.38
Estimation Period:
Jan 1, 1990 to Aug 9, 2019
Impact of return on volatility tomorrow
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