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Euro Ressources Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 29, 2024 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Euro Ressources Sa S0GARCH
paramt-stat
ω2.37726.61
α0.23206.04
β0.44016.62
γ10.15121.69
γ2-0.2650-1.65
γ30.22381.55
γ4-0.2591-2.10
γ50.40512.40
γ6-0.5298-2.28
γ70.50472.43
γ8-0.3671-2.98
γ90.18672.45
Estimation Period:
Dec 8, 1999 to Feb 23, 2024
Impact of return on volatility tomorrow
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