Skip to main content
V-Lab

Gerry Weber International AG 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 SGARCH
paramt-stat
ω0.92052.62
α0.15507.63
β0.769625.78
γ1-0.0212-0.09
γ20.01870.05
γ3-0.0047-0.03
γ40.08730.63
γ5-0.2437-1.66
γ60.43711.83
γ7-0.5640-1.94
γ80.71663.43
γ9-0.9980-4.60
γ101.71905.28
Estimation Period:
Mar 5, 1999 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts