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Koninklijke Dsm Nv 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 SGARCH
paramt-stat
ω0.64722.76
α0.04855.75
β0.898149.06
γ1-0.1398-2.27
γ20.21132.30
γ3-0.1062-1.22
γ4-0.0175-0.25
γ50.17843.72
γ6-0.2440-4.40
γ70.18123.23
γ8-0.1099-1.84
γ90.09541.42
γ10-0.0454-0.66
Estimation Period:
Jan 1, 1990 to May 26, 2023
Impact of return on volatility tomorrow
Volatility Forecasts