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V-Lab

Nuvei Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 19, 2024 at 02:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nuvei Corp SGARCH
paramt-stat
ω0.66093.09
α0.37832.70
β0.00000.00
γ1-8.7926-1.57
γ216.95471.91
γ3-14.7127-1.85
γ48.24481.21
γ5-3.1339-0.68
γ65.18040.96
γ7-5.9000-0.61
γ8-12.8856-0.91
γ946.06042.95
Estimation Period:
Sep 17, 2020 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts