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Concordia Maritime AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 8, 2024 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Concordia Maritime AB SGARCH
paramt-stat
ω1.37916.04
α0.12288.96
β0.783031.06
γ1-0.0503-1.75
γ20.12523.05
γ3-0.1696-6.01
γ40.15906.29
γ5-0.0705-2.37
γ6-0.0021-0.05
γ70.03470.78
γ8-0.0089-0.10
Estimation Period:
Jan 1, 1990 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts