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PKC Group OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 4, 2017 at 05:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PKC Group OYJ S0GARCH
paramt-stat
ω0.72866.39
α0.13574.96
β0.683111.54
γ1-0.0784-0.57
γ20.08560.40
γ3-0.2073-1.36
γ40.48403.40
γ5-0.3989-2.62
γ60.07700.43
γ70.06000.33
γ80.00630.04
γ9-0.0442-0.30
Estimation Period:
Apr 3, 1997 to Aug 25, 2017
Impact of return on volatility tomorrow
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