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V-Lab

Fyber N.V. Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 6, 2021 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fyber N.V. SGARCH
paramt-stat
ω0.66844.16
α0.36872.92
β0.21121.72
γ10.19740.05
γ2-2.2159-0.32
γ32.24490.42
γ42.36890.42
γ5-3.2020-0.56
γ6-4.6193-0.87
γ714.44242.64
γ8-19.8993-3.35
γ917.20053.29
γ10-12.9585-1.71
Estimation Period:
Aug 13, 2015 to Aug 6, 2021
Impact of return on volatility tomorrow
Volatility Forecasts