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Steinhoff International Holdings NV 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 SGARCH
paramt-stat
ω11.57933.81
α0.7929301.93
β0.206776.99
γ1-0.8656-0.34
γ22.56220.72
γ3-1.4898-0.60
γ4-2.9350-1.41
γ57.26423.69
γ6-12.7735-4.98
γ746.23079.71
γ8-256.1205-36.95
γ9603.444177.19
γ10-672.5764-46.63
Estimation Period:
Oct 26, 2006 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts