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Union Financiere France Bqe Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 3, 2023 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Union Financiere France Bqe S0GARCH
paramt-stat
ω0.60376,036,950.00
α0.82048,204,040.00
β0.17961,795,960.00
γ1-6.8831-68,830,500.00
γ2-13.9014-139,013,700.00
γ3-51.4003-514,003,300.00
γ4-56.2951-562,950,800.00
γ5-61.9838-619,838,300.00
γ6-37.1062-371,062,100.00
γ7187.04091,870,409,000.00
γ8304.25693,042,569,000.00
Estimation Period:
Mar 10, 2021 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts