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Petro Welt Technologies AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 18, 2023 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Petro Welt Technologies AG SGARCH
paramt-stat
ω1.20993.57
α0.15416.98
β0.748618.78
γ10.63202.69
γ2-1.1815-3.46
γ30.87623.54
γ4-0.2973-1.38
γ5-0.3423-1.85
γ60.60032.68
γ7-0.3601-1.18
γ80.23300.65
γ9-0.9390-1.54
Estimation Period:
May 3, 2006 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts