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Radisson Hospitality AB Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 22, 2019 at 06:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Radisson Hospitality AB S0GARCH
paramt-stat
ω1.14284.93
α0.16004.39
β0.54225.79
γ11.48223.36
γ2-2.7393-4.25
γ31.91094.65
γ4-0.8312-2.42
γ50.00820.02
γ60.53351.33
γ7-0.5416-1.13
γ8-0.0658-0.13
γ90.81331.48
γ10-0.8737-1.90
Estimation Period:
Nov 28, 2006 to Mar 22, 2019
Impact of return on volatility tomorrow
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