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V-Lab

Axel Springer SE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, April 6, 2020 at 06:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Axel Springer SE S0GARCH
paramt-stat
ω2.62181.52
α0.10115.19
β0.827223.77
γ10.36040.84
γ2-0.4419-0.80
γ30.09180.25
γ40.02590.08
γ5-0.0343-0.12
γ6-0.1034-0.50
γ70.29661.77
γ8-0.2933-1.63
Estimation Period:
Nov 11, 1998 to Apr 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts