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Concordia Maritime AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 8, 2024 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Concordia Maritime AB S0GARCH
paramt-stat
ω1.41876.07
α0.13699.14
β0.735424.24
γ1-0.0435-0.89
γ20.08281.13
γ3-0.0125-0.25
γ4-0.1510-3.68
γ50.26346.90
γ6-0.2186-4.65
γ70.14082.40
γ8-0.1134-1.72
γ90.13411.68
γ10-0.1421-2.10
Estimation Period:
Jan 1, 1990 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts