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Hartmann Packaging A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 23, 2023 at 12:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hartmann Packaging A/S S0GARCH
paramt-stat
ω0.67324.15
α0.15756.37
β0.55589.56
γ1-0.2195-2.42
γ20.32682.67
γ3-0.1468-2.77
γ40.09452.23
γ5-0.1390-3.01
γ60.09521.82
γ70.04680.87
γ8-0.0722-1.59
γ9-0.0023-0.06
Estimation Period:
Jan 9, 1990 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts