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Aufeminin SA 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 SGARCH
paramt-stat
ω1.51916.30
α0.23016.36
β0.48467.94
γ1-0.2934-2.16
γ20.30851.40
γ30.08890.39
γ40.04540.17
γ5-0.4856-2.56
γ60.56413.49
γ7-0.3687-1.77
γ80.40671.31
γ9-1.1155-2.73
Estimation Period:
Jul 19, 2000 to Oct 26, 2018
Impact of return on volatility tomorrow
Volatility Forecasts