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Uponor OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 1, 2024 at 08:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uponor OYJ S0GARCH
paramt-stat
ω0.83842.17
α0.05177.40
β0.9401111.49
γ1-0.3233-2.02
γ20.49542.07
γ3-0.2677-1.98
γ40.18421.52
γ5-0.1588-1.22
γ60.09560.88
γ7-0.0011-0.01
γ8-0.1637-1.56
γ90.25293.61
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts