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Union Financiere de France BQE SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 4, 2023 at 01:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Financiere de France BQE SA S0GARCH
paramt-stat
ω1.14257.43
α0.20978.57
β0.595413.56
γ1-0.0032-0.15
γ20.00370.12
γ3-0.0202-0.80
γ40.05192.04
γ5-0.0645-2.67
γ60.07752.84
γ7-0.0714-2.77
Estimation Period:
Jan 1, 1990 to Feb 24, 2023
Impact of return on volatility tomorrow
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