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Radisson Hospitality AB Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 22, 2019 at 06:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Radisson Hospitality AB SGARCH
paramt-stat
ω1.15855.07
α0.15984.31
β0.52965.63
γ11.54353.57
γ2-2.8417-4.49
γ31.98604.89
γ4-0.8882-2.60
γ50.04330.13
γ60.50841.27
γ7-0.4933-1.03
γ8-0.1924-0.37
γ91.10931.81
γ10-1.5847-1.08
Estimation Period:
Nov 28, 2006 to Mar 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts