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Syngenta AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 5, 2018 at 05:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Syngenta AG S0GARCH
paramt-stat
ω1.02584.04
α0.08524.31
β0.853632.03
γ1-0.1999-1.23
γ20.21420.93
γ30.24191.49
γ4-0.5535-3.40
γ50.31862.12
γ60.15681.03
γ7-0.3758-2.31
γ80.30232.35
Estimation Period:
Nov 10, 2000 to Jan 5, 2018
Impact of return on volatility tomorrow
Volatility Forecasts