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Diversey Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 5, 2023 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Diversey Holdings Ltd S0GARCH
paramt-stat
ω0.46295.30
α0.11381.72
β0.35991.46
γ1-29.4824-1.52
γ247.74071.32
γ3-27.8652-0.81
γ418.80750.72
γ5-22.4923-1.09
γ619.23890.76
γ7-9.1082-0.33
γ821.66750.52
γ9-97.8949-1.55
γ10141.08812.77
Estimation Period:
Mar 25, 2021 to Jul 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts