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V-Lab

Altice Europe NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 26, 2021 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Altice Europe NV S0GARCH
paramt-stat
ω0.92904.50
α0.12153.22
β0.69668.25
γ12.86043.24
γ2-3.7152-2.52
γ3-0.9491-0.76
γ44.99133.87
γ5-4.9588-2.29
γ61.70180.68
γ70.28030.15
γ8-0.2000-0.15
Estimation Period:
Jan 30, 2014 to Jan 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts