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V-Lab

Cellnovo Group SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 12, 2019 at 06:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cellnovo Group SA S0GARCH
paramt-stat
ω0.93992.41
α0.14302.22
β0.60043.39
γ14.30010.68
γ2-6.0933-0.69
γ34.56030.88
γ4-6.7253-1.41
γ510.15572.02
γ6-13.7512-2.51
γ720.12553.10
γ8-21.1764-3.42
Estimation Period:
Jul 9, 2015 to May 3, 2019
Impact of return on volatility tomorrow
Volatility Forecasts