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Sparebank 1 Sorost-Norge Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 10, 2024 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sparebank 1 Sorost-Norge S0GARCH
paramt-stat
ω0.44734.55
α0.12682.22
β0.06120.29
γ1-26.6823-2.78
γ232.65622.04
γ3-12.7684-0.98
γ415.21201.37
γ5-26.9044-2.43
γ652.92303.01
γ7-70.4555-2.61
γ861.18622.31
γ9-38.0219-2.21
γ1016.33791.57
Estimation Period:
Jan 27, 2022 to Oct 4, 2024
Impact of return on volatility tomorrow
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