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V-Lab

Invuo Technologies AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 22, 2017 at 05:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invuo Technologies AB S0GARCH
paramt-stat
ω1.92153.42
α0.37313.14
β0.35713.59
γ1-0.2451-0.35
γ20.37090.37
γ30.42210.79
γ4-1.4669-2.79
γ51.87712.77
γ6-1.7941-3.18
γ71.70484.35
γ8-1.3273-3.86
Estimation Period:
May 30, 2006 to Dec 22, 2017
Impact of return on volatility tomorrow
Volatility Forecasts