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V-Lab

Clearsale S A Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 4, 2025 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Clearsale S A SGARCH
paramt-stat
ω0.74240.56
α0.00000.00
β0.99960.72
γ1-10.8857-0.05
γ26.51980.10
γ39.34500.20
γ4-7.9279-0.26
γ54.78850.22
γ6-0.8908-0.06
γ70.06660.01
γ8-19.4348-1.92
γ934.34024.49
Estimation Period:
Jul 30, 2021 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts