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Ramirent Oy Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 20, 2019 at 08:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ramirent Oy S0GARCH
paramt-stat
ω1.25274.00
α0.15354.55
β0.799727.13
γ1-0.3838-1.55
γ20.48951.21
γ30.15560.50
γ4-0.4040-1.71
γ5-0.1220-0.48
γ60.53681.68
γ7-0.3515-1.26
γ80.16710.58
γ9-0.5007-1.58
γ100.75413.14
Estimation Period:
Jun 3, 1998 to Dec 20, 2019
Impact of return on volatility tomorrow
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