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Steinhoff International Holdings NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 18, 2023 at 12:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Steinhoff International Holdings NV S0GARCH
paramt-stat
ω0.95800.27
α0.792512.65
β0.202672.01
γ1-5.8545-0.48
γ28.66640.61
γ3-3.1894-0.87
γ4-1.9170-0.81
γ56.26873.06
γ6-11.1853-4.08
γ739.83207.79
γ8-221.7093-30.63
γ9516.651799.63
γ10-487.7367-223.83
Estimation Period:
Oct 26, 2006 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts