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Technopolis OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 19, 2019 at 05:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Technopolis OYJ S0GARCH
paramt-stat
ω0.90726.01
α0.20106.93
β0.617915.66
γ1-0.2342-0.90
γ20.35420.83
γ3-0.0947-0.32
γ40.20030.90
γ5-0.7145-3.82
γ60.72254.56
γ7-0.2525-1.75
γ8-0.0348-0.22
γ90.12170.61
γ10-0.0639-0.34
Estimation Period:
Jun 11, 1999 to Mar 15, 2019
Impact of return on volatility tomorrow
Volatility Forecasts