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Encavis Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 5, 2025 at 09:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Encavis Ag S0GARCH
paramt-stat
ω0.21452.90
α0.29303.47
β0.59308.03
γ1-4.8931-2.46
γ26.95902.00
γ3-2.3628-0.96
γ41.23060.67
γ5-3.2081-1.35
γ62.46680.89
γ70.83190.31
γ8-4.3272-1.59
γ96.21513.01
Estimation Period:
Oct 4, 2017 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts