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Swiss Steel Holding AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 7, 2025 at 01:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swiss Steel Holding AG S0GARCH
paramt-stat
ω1.24745.31
α0.13376.98
β0.781724.70
γ10.16402.67
γ2-0.2623-2.60
γ30.16902.35
γ4-0.1050-1.92
γ5-0.0015-0.03
γ60.12132.15
γ7-0.1321-2.42
γ80.04681.11
Estimation Period:
Mar 24, 1997 to May 30, 2025
Impact of return on volatility tomorrow
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