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V-Lab

Isra Vision AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, May 18, 2021 at 06:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Isra Vision AG S0GARCH
paramt-stat
ω1.30394.49
α0.10516.25
β0.846936.21
γ1-0.0664-0.29
γ2-0.0252-0.07
γ30.32631.11
γ4-0.3151-1.14
γ5-0.1242-0.50
γ60.51572.24
γ7-0.5744-2.68
γ80.61442.93
γ9-0.9268-4.46
γ100.92016.99
Estimation Period:
Apr 24, 2000 to May 14, 2021
Impact of return on volatility tomorrow
Volatility Forecasts