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Helma Eigenheimbau Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 29, 2025 at 11:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Helma Eigenheimbau Ag S0GARCH
paramt-stat
ω0.33794.80
α0.18017.38
β0.634310.47
γ1-0.5671-2.61
γ20.61871.87
γ3-0.1337-0.62
γ40.31221.79
γ5-0.4815-3.15
γ60.41772.91
γ7-0.1995-1.20
γ80.40672.09
γ9-0.7387-4.97
Estimation Period:
Sep 19, 2006 to Jan 24, 2025
Impact of return on volatility tomorrow
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