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Chocoladefabriken Lindt & Sp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 26, 2024 at 07:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Chocoladefabriken Lindt & Sp SGARCH
paramt-stat
ω63.7186637,185,500.00
α0.80198,019,460.00
β0.19811,980,540.00
γ1-115.6557-1,156,557,000.00
γ2281.97732,819,773,000.00
γ3-383.3882-3,833,882,000.00
γ41,023.339010,233,390,000.00
γ5-8,376.0360-83,760,360,000.00
Estimation Period:
Aug 3, 2022 to Jun 21, 2024
Impact of return on volatility tomorrow
Volatility Forecasts