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Meier Tobler Group Ag Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 07:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Meier Tobler Group Ag SGARCH
paramt-stat
ω19.6022196,022,100.00
α0.36653,664,980.00
β0.63326,331,520.00
γ119.4800194,799,800.00
γ2-146.5747-1,465,747,000.00
γ3442.80604,428,060,000.00
γ4-754.4042-7,544,042,000.00
γ5-3,728.7950-37,287,950,000.00
Estimation Period:
Mar 10, 2022 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts