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Nordic Shipholding A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 30, 2023 at 09:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nordic Shipholding A/S S0GARCH
paramt-stat
ω0.30772.62
α0.15115.77
β0.708314.72
γ1-0.6829-2.26
γ21.06992.66
γ3-0.7017-3.51
γ40.14500.66
γ50.73132.87
γ6-1.0835-3.91
γ70.97963.45
γ8-0.7036-4.23
Estimation Period:
Jun 12, 2007 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts