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AUDI AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 17, 2020 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUDI AG S0GARCH
paramt-stat
ω1.00226.03
α0.17016.71
β0.760122.22
γ1-0.0962-1.36
γ20.15871.41
γ3-0.1802-2.01
γ40.20642.51
γ5-0.0490-0.63
γ6-0.1515-1.63
γ70.12591.09
γ80.13320.87
γ9-0.2466-1.66
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts