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Stockmann OYJ Abp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 9, 2021 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stockmann OYJ Abp S0GARCH
paramt-stat
ω1.07325.26
α0.09108.27
β0.845940.37
γ10.06560.93
γ2-0.0835-0.71
γ30.08550.95
γ4-0.2452-2.99
γ50.34553.44
γ6-0.2151-2.31
γ70.01490.23
γ80.05790.94
γ90.02040.29
γ10-0.0926-1.41
Estimation Period:
Jan 1, 1990 to Apr 9, 2021
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