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Panalpina Welttransport Holding AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 27, 2020 at 07:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Panalpina Welttransport Holding AG S0GARCH
paramt-stat
ω0.74874.91
α0.03733.01
β0.921728.78
γ10.24801.35
γ2-0.6690-2.58
γ30.65233.36
γ4-0.3039-1.35
γ50.04390.19
γ60.22321.02
γ7-0.3219-1.87
Estimation Period:
Sep 22, 2005 to Jan 24, 2020
Impact of return on volatility tomorrow
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