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Panalpina Welttransport Holding AG 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 SGARCH
paramt-stat
ω0.81545.65
α0.03482.93
β0.915424.93
γ10.55662.65
γ2-1.1377-3.64
γ30.81253.30
γ4-0.3092-1.32
γ50.17060.63
γ6-0.2481-0.74
γ70.50961.30
γ8-0.6561-1.16
Estimation Period:
Sep 22, 2005 to Jan 24, 2020
Impact of return on volatility tomorrow
Volatility Forecasts