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V-Lab

MQ Holding AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 15, 2020 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of MQ Holding AB S0GARCH
paramt-stat
ω0.75573.47
α0.20794.32
β0.53666.91
γ10.30820.46
γ2-0.9138-1.02
γ30.80951.57
γ40.16570.35
γ5-1.0632-2.34
γ61.60993.11
γ7-1.2502-1.91
γ80.17480.34
Estimation Period:
Jun 18, 2010 to Apr 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts