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Aareal Bank AG 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 SGARCH
paramt-stat
ω0.84661.70
α0.13178.30
β0.801031.75
γ1-0.3337-0.93
γ20.66441.48
γ3-0.6028-3.57
γ40.34552.71
γ5-0.0527-0.50
γ6-0.1422-1.04
γ70.51612.68
γ8-1.2274-5.28
γ92.04209.74
Estimation Period:
Jun 14, 2002 to Oct 25, 2024
Impact of return on volatility tomorrow
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