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V-Lab

comdirect bank AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 2, 2020 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of comdirect bank AG SGARCH
paramt-stat
ω0.78365.13
α0.13547.16
β0.715718.23
γ1-0.6034-6.42
γ20.81666.15
γ3-0.1897-2.02
γ4-0.1525-1.75
γ50.25292.93
γ6-0.2460-2.21
γ70.47592.17
γ8-1.2809-3.47
Estimation Period:
Jun 2, 2000 to Oct 30, 2020
Impact of return on volatility tomorrow
Volatility Forecasts