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Delta Lloyd NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 31, 2017 at 05:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Delta Lloyd NV S0GARCH
paramt-stat
ω0.71102.98
α0.09163.78
β0.812715.36
γ11.61371.15
γ2-1.9318-0.98
γ3-0.7278-0.70
γ41.77861.95
γ5-1.2879-1.34
γ63.21293.36
γ7-6.7407-8.20
γ85.99147.83
Estimation Period:
Nov 2, 2009 to May 26, 2017
Impact of return on volatility tomorrow
Volatility Forecasts