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Uponor OYJ Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, May 1, 2024 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uponor OYJ SGARCH
paramt-stat
ω0.50113.60
α0.15063.22
β0.696210.91
γ1-0.4458-5.71
γ20.63065.81
γ3-0.2368-4.24
γ40.03750.87
γ50.10552.52
γ6-0.2100-4.03
γ70.19032.57
γ8-0.1200-1.37
γ90.16121.81
γ10-0.6289-7.69
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts