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Umpas Holding AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Umpas Holding AS S0GARCH
paramt-stat
ω24.81123.09
α0.6479355.22
β0.3513171.71
γ10.04050.05
γ20.90100.80
γ3-1.8407-1.66
γ42.29131.12
γ5-22.2715-6.86
γ676.862827.00
γ7-159.2097-105.81
γ8170.2627101.22
Estimation Period:
Jul 16, 2015 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts