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HSBC Trinkaus & Burkhardt AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 28, 2021 at 07:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HSBC Trinkaus & Burkhardt AG S0GARCH
paramt-stat
ω1.59083.62
α0.09526.41
β0.894861.66
γ1-0.0195-0.25
γ2-0.0632-0.51
γ30.37273.57
γ4-0.4907-5.07
γ50.27703.66
γ6-0.1441-1.97
γ70.08761.26
Estimation Period:
Jan 2, 1990 to Jan 22, 2021
Impact of return on volatility tomorrow
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