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euromicron AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 23, 2022 at 04:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of euromicron AG SGARCH
paramt-stat
ω0.64584.57
α0.12316.37
β0.774722.52
γ1-0.0858-0.55
γ20.19020.82
γ3-0.1990-1.10
γ40.19551.13
γ5-0.1735-1.17
γ60.06230.47
γ70.18571.10
γ8-0.5008-1.96
γ90.94953.09
γ10-1.2550-3.32
Estimation Period:
Jun 26, 1998 to Sep 24, 2021
Impact of return on volatility tomorrow
Volatility Forecasts