Skip to main content
V-Lab

Oldenburgische Landesbank AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 28, 2018 at 07:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oldenburgische Landesbank AG S0GARCH
paramt-stat
ω0.47553.11
α0.16526.26
β0.787226.84
γ1-0.1145-1.35
γ20.26961.89
γ3-0.3113-2.49
γ40.27872.29
γ5-0.1515-1.50
γ6-0.0083-0.12
γ70.04621.13
Estimation Period:
Jan 2, 1990 to Jun 22, 2018
Impact of return on volatility tomorrow
Volatility Forecasts