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Majorel Group Luxembourg Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 15, 2023 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Majorel Group Luxembourg Sa S0GARCH
paramt-stat
ω0.86655.30
α0.11811.77
β0.35751.40
γ1-14.9926-1.07
γ221.40170.93
γ3-12.5065-0.73
γ413.32661.02
γ5-26.9243-1.46
γ661.80052.25
γ7-120.1495-2.93
γ8144.95463.41
γ9-80.5933-3.05
Estimation Period:
Sep 24, 2021 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts