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Unico Sigorta AS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Unico Sigorta AS S0GARCH
paramt-stat
ω1.10381.94
α0.19036.14
β0.755319.96
γ1-0.7061-3.20
γ20.92652.70
γ3-0.2419-1.09
γ40.02020.11
γ50.06080.37
γ6-0.1119-0.68
γ70.11870.68
γ8-0.1006-0.77
Estimation Period:
Jun 22, 1995 to Nov 27, 2015
Impact of return on volatility tomorrow
Volatility Forecasts