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Network Capital Group Holding A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 20, 2017 at 04:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Network Capital Group Holding A/S S0GARCH
paramt-stat
ω0.32611.87
α0.21884.77
β0.50774.87
γ11.95251.12
γ2-4.9201-1.90
γ34.89372.86
γ4-3.5425-2.57
γ53.31992.05
γ6-3.0710-1.59
γ72.63042.09
γ8-1.9393-2.98
Estimation Period:
Jan 11, 2007 to Oct 20, 2017
Impact of return on volatility tomorrow
Volatility Forecasts