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Vseobecna Uverova Banka AS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 16, 2024 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vseobecna Uverova Banka AS S0GARCH
paramt-stat
ω0.66866,686,440.00
α0.39283,927,820.00
β0.60726,072,180.00
γ1-25.9946-259,945,700.00
γ29.592695,925,870.00
γ325.3774253,773,800.00
γ48.212882,127,730.00
γ5-8.0869-80,868,880.00
γ63.187931,879,350.00
γ7-4.4757-44,756,750.00
γ8-32.0947-320,946,500.00
γ9-74.5878-745,878,000.00
γ10197.18961,971,896,000.00
Estimation Period:
Dec 25, 1997 to Jan 12, 2024
Impact of return on volatility tomorrow
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