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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Stockmann OYJ Abp SGARCH
paramt-stat
ω1.12365.44
α0.09048.24
β0.846040.42
γ10.09611.38
γ2-0.1347-1.16
γ30.12401.40
γ4-0.2776-3.37
γ50.37083.63
γ6-0.2328-2.45
γ70.02420.37
γ80.05860.86
γ90.00660.06
γ10-0.0529-0.33
Estimation Period:
Jan 1, 1990 to Apr 9, 2021
Impact of return on volatility tomorrow
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