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Edmond de Rothschild Suisse SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 20, 2019 at 07:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Edmond de Rothschild Suisse SA S0GARCH
paramt-stat
ω0.71544.22
α0.22078.57
β0.657119.11
γ10.12841.21
γ2-0.2357-1.55
γ30.02710.24
γ40.23952.18
γ5-0.3215-2.91
γ60.31152.67
γ7-0.2304-1.52
γ80.09730.65
Estimation Period:
Jan 4, 1990 to Jul 26, 2019
Impact of return on volatility tomorrow
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