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Sport1 Medien AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 26, 2019 at 06:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sport1 Medien AG S0GARCH
paramt-stat
ω1.10314.40
α0.23357.11
β0.464010.00
γ1-0.0931-0.70
γ20.00010.00
γ30.08710.73
γ40.14111.24
γ5-0.2467-2.20
γ60.17351.30
γ7-0.0416-0.25
γ8-0.1088-0.60
γ90.15151.08
Estimation Period:
Oct 12, 1998 to Sep 20, 2019
Impact of return on volatility tomorrow
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