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Sleepz AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 8, 2023 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sleepz AG SGARCH
paramt-stat
ω0.92416.33
α0.17237.58
β0.668313.47
γ10.07910.52
γ2-0.4251-1.65
γ30.75893.72
γ4-0.5314-3.27
γ5-0.0423-0.26
γ60.41762.29
γ7-0.3904-2.33
γ80.29052.01
γ9-0.3437-1.46
γ100.26260.80
Estimation Period:
Jul 5, 1999 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts