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Atlantska Plovidba Dd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, January 25, 2025 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Atlantska Plovidba Dd S0GARCH
paramt-stat
ω6.42686.35
α0.26099.46
β0.638321.89
γ10.50867.27
γ2-0.6327-5.33
γ30.22572.54
γ4-0.1087-1.62
γ5-0.0015-0.02
γ6-0.0849-1.34
γ70.16443.42
Estimation Period:
May 5, 2000 to Jan 24, 2025
Impact of return on volatility tomorrow
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