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Ciech Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 8, 2024 at 01:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ciech Sa S0GARCH
paramt-stat
ω5.33063.68
α0.6183241.63
β0.3801149.70
γ1-0.3472-1.50
γ20.22220.69
γ30.32111.60
γ4-0.4134-2.17
γ50.24351.24
γ60.17370.87
γ7-0.4515-2.12
γ80.95152.88
γ9-9.3900-21.38
γ1016.744554.63
Estimation Period:
Feb 10, 2005 to Mar 1, 2024
Impact of return on volatility tomorrow
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