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Mols-Linien A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 11, 2016 at 05:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mols-Linien A/S S0GARCH
paramt-stat
ω0.52114.47
α0.27395.37
β0.52959.68
γ10.54382.67
γ2-0.9866-3.06
γ30.45402.22
γ40.10450.54
γ50.03390.16
γ6-0.3966-2.66
γ70.33502.65
γ8-0.0927-0.80
Estimation Period:
Sep 19, 1994 to Oct 7, 2016
Impact of return on volatility tomorrow
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