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Aufeminin SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 1, 2018 at 06:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aufeminin SA S0GARCH
paramt-stat
ω1.57846.67
α0.21946.08
β0.46216.75
γ1-0.1950-2.24
γ20.25321.87
γ30.09050.99
γ4-0.3588-5.33
γ50.32633.51
γ6-0.1485-1.28
γ70.05810.51
Estimation Period:
Jul 19, 2000 to Oct 26, 2018
Impact of return on volatility tomorrow
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