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Risor Shipping Holding AS Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 3, 2024 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Risor Shipping Holding AS SGARCH
paramt-stat
ω1.61114.58
α0.06371.77
β0.39901.02
γ126.58794.07
γ2-36.5840-3.01
γ38.84970.75
γ412.87130.99
γ5-25.5656-1.85
γ627.65843.05
γ7-39.2739-2.19
γ865.47152.92
γ9-72.7566-2.43
Estimation Period:
Mar 25, 2021 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts