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Telenet Group Holding NV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 18, 2023 at 04:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Telenet Group Holding NV S0GARCH
paramt-stat
ω1.89812.12
α0.09685.18
β0.881346.73
γ10.29601.31
γ2-0.3649-1.13
γ3-0.0040-0.02
γ40.13030.62
γ50.03540.19
γ6-0.4031-2.06
γ70.53153.81
Estimation Period:
Oct 11, 2005 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts