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Enedo Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, June 4, 2023 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Enedo Oyj S0GARCH
paramt-stat
ω1.15165.67
α0.20726.55
β0.587910.95
γ10.09361.11
γ20.01030.08
γ3-0.3263-3.27
γ40.34363.31
γ5-0.1627-1.59
γ60.09800.92
γ7-0.1296-1.38
γ80.21922.52
γ9-0.3117-4.39
γ100.23205.60
Estimation Period:
Jul 7, 1994 to Jun 2, 2023
Impact of return on volatility tomorrow
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