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Koninklijke Dsm Nv Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 2, 2023 at 08:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koninklijke Dsm Nv S0GARCH
paramt-stat
ω0.68132.82
α0.04795.77
β0.900251.22
γ1-0.1177-1.91
γ20.17961.93
γ3-0.0949-1.07
γ4-0.0144-0.20
γ50.16613.50
γ6-0.2287-4.13
γ70.16892.99
γ8-0.1050-1.78
γ90.10291.64
γ10-0.0833-2.00
Estimation Period:
Jan 1, 1990 to May 26, 2023
Impact of return on volatility tomorrow
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