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Sleepz AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sleepz AG S0GARCH
paramt-stat
ω0.88996.10
α0.17357.63
β0.666913.50
γ10.03730.25
γ2-0.3597-1.38
γ30.72073.48
γ4-0.5116-3.13
γ5-0.0447-0.28
γ60.40802.23
γ7-0.3748-2.23
γ80.27102.01
γ9-0.3147-1.65
γ100.19631.25
Estimation Period:
Jul 5, 1999 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts