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V-Lab

Isra Vision AG 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 SGARCH
paramt-stat
ω1.42887.14
α0.13385.10
β0.664211.50
γ10.01240.13
γ2-0.0819-0.54
γ30.34362.73
γ4-0.5919-4.69
γ50.47593.80
γ6-0.1460-1.28
γ7-0.0361-0.33
γ80.12390.91
γ9-1.1728-4.69
Estimation Period:
Apr 24, 2000 to May 14, 2021
Impact of return on volatility tomorrow
Volatility Forecasts