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BUWOG AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 16, 2018 at 05:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of BUWOG AG S0GARCH
paramt-stat
ω1.06631.69
α0.13232.30
β0.782311.22
γ1-5.3586-0.52
γ27.96670.64
γ3-4.2054-0.68
γ44.34290.61
γ5-5.9763-0.65
γ61.23870.14
γ711.87911.21
γ8-29.4900-3.19
γ937.27586.99
γ10-22.3942-2.78
Estimation Period:
Apr 28, 2014 to Nov 16, 2018
Impact of return on volatility tomorrow
Volatility Forecasts