Skip to main content
V-Lab

Varta Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 14, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Varta Ag S0GARCH
paramt-stat
ω0.32132.83
α0.14882.93
β0.39972.15
γ10.35290.25
γ2-0.2998-0.16
γ3-0.9240-0.90
γ41.06720.98
γ50.76440.66
γ6-2.6471-1.69
γ73.97212.51
γ8-3.6307-4.03
Estimation Period:
Oct 19, 2017 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts