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Gerry Weber International AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 24, 2024 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gerry Weber International AG S0GARCH
paramt-stat
ω1.04922.56
α0.08335.32
β0.898342.20
γ1-0.0130-0.08
γ20.00030.00
γ30.06940.53
γ4-0.1468-1.15
γ50.25891.32
γ6-0.3301-1.11
γ70.34601.13
γ8-0.3122-1.68
Estimation Period:
Mar 5, 1999 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts