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euromicron AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 23, 2022 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of euromicron AG S0GARCH
paramt-stat
ω0.60754.19
α0.11746.28
β0.790623.25
γ1-0.1302-0.81
γ20.24541.03
γ3-0.2063-1.12
γ40.18241.03
γ5-0.1573-1.03
γ60.05940.44
γ70.16540.99
γ8-0.4451-1.83
γ90.81213.28
γ10-0.8835-5.61
Estimation Period:
Jun 26, 1998 to Sep 24, 2021
Impact of return on volatility tomorrow
Volatility Forecasts