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Hojgaard Holding A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 5, 2019 at 04:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hojgaard Holding A/S S0GARCH
paramt-stat
ω0.97524.15
α0.05533.62
β0.915736.37
γ1-0.3783-1.04
γ20.69101.13
γ3-0.6528-1.26
γ40.63651.42
γ5-0.3376-0.96
γ6-0.2070-0.71
γ70.49371.82
γ8-0.3127-1.47
Estimation Period:
Jan 4, 1990 to Apr 5, 2019
Impact of return on volatility tomorrow
Volatility Forecasts