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S Immo Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 7, 2024 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S Immo Ag S0GARCH
paramt-stat
ω1.00852.92
α0.14304.09
β0.806118.50
γ10.29770.45
γ2-0.5386-0.56
γ30.31220.45
γ4-0.2050-0.30
γ50.12870.18
γ60.49500.65
γ7-1.6019-2.03
γ82.76733.09
γ9-3.3107-2.75
γ102.37842.21
Estimation Period:
Oct 8, 2012 to Dec 6, 2024
Impact of return on volatility tomorrow
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