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Vseobecna Uverova Banka AS 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 SGARCH
paramt-stat
ω0.50585,057,640.00
α0.23652,365,150.00
β0.73517,351,080.00
γ1-4.7659-47,658,600.00
γ210.3960103,959,700.00
γ31.039510,394,800.00
γ4-76.5104-765,104,200.00
Estimation Period:
Dec 25, 1997 to Jan 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts