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Umpas Holding AS Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (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 SGARCH
paramt-stat
ω16.0056160,056,300.00
α0.36023,601,960.00
β0.47524,752,000.00
γ1-4.0121-40,121,460.00
γ27.488374,882,610.00
γ3-15.2179-152,179,200.00
γ48.751387,512,910.00
γ565.1509651,509,000.00
γ6-188.1079-1,881,079,000.00
γ7286.50882,865,088,000.00
γ8-309.4011-3,094,011,000.00
γ9320.45063,204,506,000.00
γ10-1,465.5470-14,655,470,000.00
Estimation Period:
Jul 16, 2015 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts