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Norwegian Property ASA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 16, 2021 at 06:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Property ASA S0GARCH
paramt-stat
ω0.55635.93
α0.11364.80
β0.66419.75
γ10.60912.39
γ2-1.9528-5.12
γ32.13246.79
γ4-1.0429-3.06
γ50.38951.09
γ6-0.0564-0.19
γ7-0.3111-1.19
γ80.39691.27
γ9-0.0219-0.05
γ10-0.3030-0.68
Estimation Period:
Nov 15, 2006 to Aug 13, 2021
Impact of return on volatility tomorrow
Volatility Forecasts