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V-Lab

Vapiano SE Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 20, 2023 at 07:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Vapiano SE S0GARCH
paramt-stat
ω1.58651.52
α0.31846.40
β0.681113.65
γ1-2.6583-0.62
γ24.64740.80
γ3-5.4233-1.79
γ410.42442.83
γ5-15.9654-2.86
γ615.32962.45
γ7-8.5093-1.83
γ80.78150.24
γ92.40321.10
Estimation Period:
Jun 26, 2017 to Oct 13, 2023
Impact of return on volatility tomorrow
Volatility Forecasts