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Gc Rieber Shipping Asa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, December 17, 2023 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gc Rieber Shipping Asa S0GARCH
paramt-stat
ω2.16264.63
α0.09564.00
β0.775812.17
γ10.69422.56
γ2-0.8241-1.92
γ30.10080.30
γ40.47551.41
γ5-0.9663-2.93
γ60.75292.51
γ7-0.3936-1.55
γ80.37521.50
γ9-0.3345-1.47
Estimation Period:
Apr 18, 2002 to Dec 15, 2023
Impact of return on volatility tomorrow
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