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V-Lab

Fyber N.V. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 6, 2021 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fyber N.V. S0GARCH
paramt-stat
ω0.66164.08
α0.34973.46
β0.27152.29
γ10.12980.03
γ2-2.2118-0.31
γ32.35370.43
γ42.36600.41
γ5-3.3045-0.57
γ6-4.5186-0.84
γ714.14582.55
γ8-18.6990-3.09
γ913.75122.84
γ10-3.3682-1.41
Estimation Period:
Aug 13, 2015 to Aug 6, 2021
Impact of return on volatility tomorrow
Volatility Forecasts