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Hartmann Packaging A/S 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 SGARCH
paramt-stat
ω0.61173.84
α0.15806.53
β0.578910.97
γ1-0.3050-2.81
γ20.42943.03
γ3-0.1498-2.27
γ40.04060.70
γ50.00530.10
γ6-0.1393-2.49
γ70.22063.13
γ8-0.1178-1.40
γ90.08110.94
γ10-0.3036-2.46
Estimation Period:
Jan 9, 1990 to Dec 15, 2023
Impact of return on volatility tomorrow
Volatility Forecasts