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Encavis Ag 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 SGARCH
paramt-stat
ω0.14573.03
α0.26473.33
β0.60317.44
γ1-7.3475-2.49
γ29.80371.96
γ3-2.6576-0.77
γ41.17720.41
γ5-2.4465-0.87
γ60.92860.39
γ7-0.2007-0.08
γ83.19811.41
γ9-8.9455-3.30
γ1016.61735.34
Estimation Period:
Oct 4, 2017 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts