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Bertrand Casual Food SAS 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 SGARCH
paramt-stat
ω1.23833.81
α0.16138.37
β0.767726.21
γ10.32682.11
γ2-0.5569-2.51
γ30.24361.81
γ40.16311.10
γ5-0.3477-1.87
γ60.18680.97
γ70.18721.05
γ8-0.4609-2.40
γ90.47212.17
γ10-0.6387-2.19
Estimation Period:
May 5, 1998 to Jan 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts