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Vilmorin & Cie SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 4, 2023 at 09:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vilmorin & Cie SA SGARCH
paramt-stat
ω0.82875.77
α0.14977.41
β0.616413.29
γ10.13062.59
γ2-0.2534-3.55
γ30.15513.16
γ40.05831.11
γ5-0.2248-3.96
γ60.20123.81
γ7-0.0280-0.53
γ8-0.1137-1.51
γ90.15560.99
Estimation Period:
Nov 9, 1993 to Jul 28, 2023
Impact of return on volatility tomorrow
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