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Norway Royal Salmon As Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 10, 2022 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norway Royal Salmon As S0GARCH
paramt-stat
ω0.47884.67
α0.10683.69
β0.67106.78
γ1-3.0554-4.82
γ24.11884.37
γ3-1.6057-2.68
γ41.18462.39
γ5-1.1451-2.19
γ60.99251.65
γ7-1.1346-1.69
γ81.18981.72
γ9-0.5701-0.77
γ10-0.1379-0.25
Estimation Period:
Mar 29, 2011 to Nov 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts