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V-Lab

Majorel Group Luxembourg Sa 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 SGARCH
paramt-stat
ω0.86515.44
α0.10421.69
β0.35531.35
γ1-15.4810-1.13
γ222.46241.00
γ3-13.6884-0.82
γ414.53121.13
γ5-27.6605-1.51
γ660.86712.16
γ7-115.0591-2.67
γ8128.65222.78
γ9-35.1023-0.99
Estimation Period:
Sep 24, 2021 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts