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Telenet Group Holding NV 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 SGARCH
paramt-stat
ω1.85482.95
α0.16054.46
β0.677415.30
γ10.97293.07
γ2-1.4075-3.02
γ30.62761.90
γ4-0.4255-1.40
γ50.49621.92
γ6-0.4883-2.15
γ70.59742.57
γ8-0.9380-3.60
γ91.38104.62
γ10-2.8852-6.27
Estimation Period:
Oct 11, 2005 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts