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V-Lab

Euskaltel SA 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 SGARCH
paramt-stat
ω1.68691.95
α0.12283.12
β0.62015.76
γ12.85190.83
γ2-5.5149-1.26
γ35.70752.49
γ4-4.9402-2.22
γ53.94041.43
γ6-5.2813-1.35
γ77.29511.79
γ8-7.3595-1.99
γ95.92691.11
γ10-16.1015-1.39
Estimation Period:
Jul 1, 2015 to Aug 13, 2021
Impact of return on volatility tomorrow
Volatility Forecasts