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Ostjydsk Bank A/S Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 22, 2018 at 05:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ostjydsk Bank A/S SGARCH
paramt-stat
ω2.95942.71
α0.25634.55
β0.691817.43
γ1-0.2888-1.54
γ20.66221.79
γ3-0.5005-1.67
γ40.33441.64
γ5-0.2714-1.27
γ60.11420.38
γ7-0.4582-1.12
γ81.28531.80
Estimation Period:
Jan 10, 1990 to Feb 16, 2018
Impact of return on volatility tomorrow
Volatility Forecasts