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International Securities Exchange Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 24, 2023 at 06:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of International Securities Exchange Holdings Inc SGARCH
paramt-stat
ω1.36143.89
α0.00000.00
β0.39991.56
γ1-11.5608-0.87
γ231.78291.58
γ3-28.5709-2.16
γ48.31680.78
γ5-1.3840-0.14
γ6-3.9324-0.31
γ729.50841.29
γ8-76.0824-2.17
γ980.23242.62
γ10-31.8822-1.59
Estimation Period:
Mar 7, 2005 to Dec 19, 2007
Impact of return on volatility tomorrow
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