Skip to main content
V-Lab

Union Financiere France Bqe 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 SGARCH
paramt-stat
ω2.260622,606,470.00
α0.80218,020,720.00
β0.19761,976,270.00
γ1-830.2808-8,302,808,000.00
γ21,418.276014,182,760,000.00
γ3597.29405,972,940,000.00
γ4-1,449.6320-14,496,320,000.00
γ5-807.8667-8,078,667,000.00
γ6896.96278,969,627,000.00
γ72,345.418023,454,180,000.00
γ8-6,144.7150-61,447,150,000.00
γ9-10,063.1000-100,631,000,000.00
Estimation Period:
Mar 10, 2021 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts