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Marel Hf Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 7, 2025 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marel Hf S0GARCH
paramt-stat
ω2.78465.77
α0.14516.39
β0.657411.70
γ10.03230.45
γ20.12321.04
γ3-0.2913-2.82
γ40.25002.70
γ5-0.2063-2.26
γ60.16051.96
γ7-0.0641-1.09
γ8-0.0335-0.90
Estimation Period:
Feb 1, 2001 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts