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V-Lab

Ciech Sa 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 SGARCH
paramt-stat
ω7.32943.02
α0.7367310.59
β0.2621100.27
γ1-0.2884-1.43
γ20.14170.50
γ30.35841.97
γ4-0.4727-2.67
γ50.37321.98
γ6-0.0559-0.31
γ7-0.0285-0.17
γ8-0.0742-0.42
γ90.10190.42
γ10-31.5790-65.16
Estimation Period:
Feb 10, 2005 to Mar 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts