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Mintra Holding AS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 3, 2024 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Mintra Holding AS S0GARCH
paramt-stat
ω0.93104.29
α0.14512.69
β0.16890.79
γ1-5.6040-0.72
γ214.28491.05
γ3-15.5642-1.19
γ48.47570.83
γ5-4.5772-0.63
γ611.75921.11
γ7-20.2492-1.31
γ818.07661.28
γ9-7.3672-0.99
Estimation Period:
Oct 5, 2020 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts