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Spir Communication SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2021 at 07:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spir Communication SA S0GARCH
paramt-stat
ω0.66108.91
α0.23857.40
β0.44518.85
γ1-0.1441-1.92
γ20.26792.25
γ3-0.2010-2.76
γ40.05211.02
γ50.09011.28
γ6-0.0618-0.73
γ7-0.0450-0.60
γ80.05530.79
γ9-0.0150-0.28
Estimation Period:
Jan 1, 1990 to Jan 29, 2021
Impact of return on volatility tomorrow
Volatility Forecasts