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Neles Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 12:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neles Oyj S0GARCH
paramt-stat
ω1.42254.48
α0.08797.92
β0.859349.06
γ1-0.0986-2.06
γ20.22673.55
γ3-0.2478-6.07
γ40.22854.98
γ5-0.1798-3.64
γ60.08641.90
γ7-0.0154-0.38
γ80.00560.18
Estimation Period:
Aug 17, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts