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V-Lab

Aves One AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 9, 2024 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aves One AG SGARCH
paramt-stat
ω2.28373.10
α0.19644.72
β0.689812.12
γ14.39612.27
γ2-5.8619-2.15
γ32.55751.67
γ4-3.3382-2.09
γ55.18282.33
γ6-6.3902-1.96
γ76.65902.14
γ8-4.0353-1.91
γ9-3.8325-0.99
Estimation Period:
Nov 28, 2016 to Apr 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts