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Aareal Bank AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 31, 2024 at 08:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aareal Bank AG S0GARCH
paramt-stat
ω0.85051.61
α0.12948.00
β0.812536.15
γ1-0.3383-0.90
γ20.66091.40
γ3-0.5851-3.32
γ40.33672.52
γ5-0.0694-0.63
γ6-0.0833-0.57
γ70.37471.86
γ8-0.8644-3.28
γ90.92614.09
Estimation Period:
Jun 14, 2002 to Oct 25, 2024
Impact of return on volatility tomorrow
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