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Nordic Shipholding A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 30, 2023 at 09:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nordic Shipholding A/S SGARCH
paramt-stat
ω0.30372.65
α0.16035.80
β0.684913.44
γ1-0.7002-2.35
γ21.09312.76
γ3-0.7076-3.61
γ40.14200.65
γ50.74592.94
γ6-1.1380-4.08
γ71.15213.73
γ8-1.2279-3.50
Estimation Period:
Jun 12, 2007 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts