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V-Lab

Network Capital Group Holding A/S 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 SGARCH
paramt-stat
ω0.32821.88
α0.21434.75
β0.52014.87
γ11.98511.13
γ2-4.9744-1.91
γ34.93602.86
γ4-3.5744-2.59
γ53.31542.08
γ6-2.9830-1.60
γ72.37331.99
γ8-1.2237-0.92
Estimation Period:
Jan 11, 2007 to Oct 20, 2017
Impact of return on volatility tomorrow
Volatility Forecasts