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Unico Sigorta AS Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unico Sigorta AS SGARCH
paramt-stat
ω4.29252.12
α0.28638.05
β0.712919.91
γ1-1.1009-5.73
γ21.41564.46
γ3-0.3627-1.56
γ40.04820.25
γ50.08770.47
γ6-0.2110-1.09
γ70.33811.53
γ8-0.7485-2.48
Estimation Period:
Jun 22, 1995 to Nov 27, 2015
Impact of return on volatility tomorrow
Volatility Forecasts