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Oscar Properties Holding AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 7, 2024 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oscar Properties Holding AB S0GARCH
paramt-stat
ω0.55911.21
α0.35594.95
β0.586011.90
γ10.14280.21
γ2-0.7539-0.77
γ31.46392.72
γ4-1.3650-2.70
γ50.27870.53
γ61.03902.16
γ7-1.3397-3.54
Estimation Period:
Feb 17, 2014 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts