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Neoen Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Neoen Sa S0GARCH
paramt-stat
ω7.06233.26
α0.589887.10
β0.407066.20
γ12.05630.69
γ2-3.3460-0.87
γ32.64831.09
γ4-3.5568-1.33
γ53.24841.19
γ60.05490.02
γ7-4.3727-0.82
γ89.10571.61
γ9-45.2406-9.20
γ1074.143824.25
Estimation Period:
Oct 19, 2018 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts