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Ingenico Group SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 6, 2020 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ingenico Group SA S0GARCH
paramt-stat
ω1.18248.96
α0.13008.96
β0.760228.85
γ10.01960.83
γ20.00200.05
γ3-0.0731-2.39
γ40.08413.34
γ5-0.0426-1.81
γ60.02671.17
γ7-0.0262-1.46
Estimation Period:
Jan 1, 1990 to Nov 6, 2020
Impact of return on volatility tomorrow
Volatility Forecasts