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V-Lab

Purmo Group Oyj Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 16, 2025 at 09:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Purmo Group Oyj S0GARCH
paramt-stat
ω0.73864.08
α0.13142.36
β0.61873.48
γ1-8.4637-0.51
γ26.13940.24
γ36.06650.44
γ4-7.2248-0.77
γ57.41680.80
γ6-8.1391-0.98
γ715.35801.66
γ8-31.3606-2.47
γ931.46612.98
Estimation Period:
Jun 29, 2021 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts