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V-Lab

Euskaltel SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 17, 2021 at 08:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Euskaltel SA S0GARCH
paramt-stat
ω1.57231.80
α0.10503.00
β0.74516.34
γ1-0.0557-0.02
γ20.04500.01
γ30.62490.39
γ4-0.3331-0.20
γ5-1.7915-0.78
γ64.11991.80
γ7-5.6669-2.88
γ84.48212.29
Estimation Period:
Jul 1, 2015 to Aug 13, 2021
Impact of return on volatility tomorrow
Volatility Forecasts