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Sunrise Communications Group AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, April 1, 2021 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sunrise Communications Group AG SGARCH
paramt-stat
ω0.68063.19
α0.10092.18
β0.27720.94
γ1-2.4782-0.83
γ22.25130.54
γ3-1.0031-0.36
γ43.28001.27
γ5-2.9059-1.19
γ61.73490.57
γ7-3.2330-0.90
γ86.89691.75
γ9-11.9258-3.08
γ1017.97872.34
Estimation Period:
Feb 6, 2015 to Apr 1, 2021
Impact of return on volatility tomorrow
Volatility Forecasts