Skip to main content
V-Lab

Purmo Group Oyj 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 SGARCH
paramt-stat
ω0.73643.70
α0.16552.49
β0.61733.71
γ1-9.5461-0.55
γ27.61800.28
γ35.58580.39
γ4-7.4529-0.78
γ58.90170.93
γ6-12.6216-1.37
γ726.32002.38
γ8-55.6148-3.98
γ983.02467.07
Estimation Period:
Jun 29, 2021 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts