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Feelgood Svenska AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 6, 2021 at 08:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Feelgood Svenska AB S0GARCH
paramt-stat
ω0.88645.73
α0.19747.16
β0.589814.29
γ10.20942.40
γ2-0.5146-3.77
γ30.52755.61
γ4-0.3008-3.49
γ50.09361.20
γ6-0.0520-0.84
γ70.07791.05
γ8-0.0463-0.64
Estimation Period:
May 12, 1997 to Aug 6, 2021
Impact of return on volatility tomorrow
Volatility Forecasts