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Oldenburgische Landesbank AG 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 SGARCH
paramt-stat
ω0.45313.16
α0.16326.04
β0.783225.16
γ1-0.1184-1.42
γ20.27581.96
γ3-0.3157-2.55
γ40.28942.40
γ5-0.1838-1.81
γ60.07010.91
γ7-0.1401-1.89
Estimation Period:
Jan 2, 1990 to Jun 22, 2018
Impact of return on volatility tomorrow
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