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V-Lab

Varta AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 15, 2025 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Varta AG S0GARCH
paramt-stat
ω0.44552.68
α0.18293.10
β0.38942.08
γ11.59831.18
γ2-1.6676-0.91
γ3-0.9755-0.86
γ41.19231.02
γ51.12720.92
γ6-3.2699-1.93
γ74.48792.54
γ8-3.9449-3.87
Estimation Period:
Oct 19, 2017 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts