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Ordina Nv Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, November 17, 2023 at 10:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ordina Nv SGARCH
paramt-stat
ω1.23283.48
α0.15327.71
β0.765426.65
γ10.03730.44
γ20.04890.41
γ3-0.1171-1.60
γ4-0.1095-1.62
γ50.35375.94
γ6-0.3813-6.09
γ70.29754.16
γ8-0.2883-2.91
γ90.34742.86
γ10-0.5502-3.42
Estimation Period:
Jan 1, 1990 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts