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Victoriahem Fastigheter AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 10, 2020 at 08:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Victoriahem Fastigheter AB S0GARCH
paramt-stat
ω1.11622.96
α0.25871.90
β0.00000.00
γ10.85690.53
γ2-1.0900-0.48
γ3-1.0511-0.79
γ42.87562.56
γ5-1.8930-1.95
γ6-0.9950-1.22
γ72.34594.04
Estimation Period:
Apr 9, 2014 to Jan 10, 2020
Impact of return on volatility tomorrow
Volatility Forecasts