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Bertrand Casual Food SAS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 26, 2023 at 11:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bertrand Casual Food SAS S0GARCH
paramt-stat
ω1.19734.33
α0.16677.33
β0.725523.28
γ10.33502.50
γ2-0.5692-2.97
γ30.25132.15
γ40.16141.26
γ5-0.3555-2.20
γ60.20681.23
γ70.14150.90
γ8-0.3765-2.21
γ90.31571.86
γ10-0.1488-1.19
Estimation Period:
May 5, 1998 to Jan 20, 2023
Impact of return on volatility tomorrow
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