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Swiss Steel Holding AG 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 SGARCH
paramt-stat
ω1.21805.90
α0.14878.09
β0.729521.04
γ10.16843.00
γ2-0.2700-2.94
γ30.17662.71
γ4-0.1111-2.30
γ5-0.0079-0.16
γ60.15873.03
γ7-0.2314-4.09
γ80.32734.55
Estimation Period:
Mar 24, 1997 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts