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Nexans Maroc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 29, 2022 at 01:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexans Maroc S0GARCH
paramt-stat
ω3.867938,679,290.00
α0.18541,854,230.00
β0.81468,145,770.00
γ10.84238,423,180.00
γ2-1.3102-13,101,690.00
γ31.379113,790,810.00
γ4-2.2574-22,574,060.00
γ52.068620,685,940.00
Estimation Period:
Nov 20, 2000 to Dec 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts