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V-Lab

AUDI AG 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 SGARCH
paramt-stat
ω0.99045.98
α0.16617.33
β0.766523.36
γ1-0.1104-1.11
γ20.16211.01
γ3-0.1024-0.81
γ4-0.0230-0.22
γ50.27792.84
γ6-0.3486-3.60
γ70.11801.49
γ80.10361.36
γ9-0.1300-1.52
γ100.43982.31
Estimation Period:
Jan 2, 1990 to Nov 13, 2020
Impact of return on volatility tomorrow
Volatility Forecasts