Norse Atlantic ASA曲线-GARCH模型（波动性分析模型）

2026年5月21日星期四的波动率预测

1天

4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

unchanged at 0.00%

1周

1,896,150,392,769,518,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

decreased by 2,343,770,781,026,051,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

1个月

925,226,653,312,581,600,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

decreased by 3,314,694,520,482,988,300,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%

更新于2026年5月21日星期四 UTC 18:45

时间范围:

从

至

6月 ·

1年 ·

2年 ·

5年 ·

全部

新息冲击曲线

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

参数估计

	参数	t统计量
$ω$	33.1158	331,158,300.00
$α$	0.7105	7,105,380.00
$β$	0.2375	2,374,560.00
$γ_{1}$	-64.9654	-649,654,100.00
$γ_{2}$	-2,371.5180	-23,715,180,000.00
$γ_{3}$	5,956.4960	59,564,960,000.00
$γ_{4}$	-2,248.2850	-22,482,850,000.00
$γ_{5}$	-4,413.6640	-44,136,640,000.00
$γ_{6}$	4,158.1610	41,581,610,000.00
$γ_{7}$	-1,114.1140	-11,141,140,000.00
$γ_{8}$	-135.9274	-1,359,274,000.00
$γ_{9}$	46.6168	466,167,500.00
$γ_{10}$	1,259.3120	12,593,120,000.00

估计样本:
2021年4月26日至2026年5月15日

V-Lab

Norse Atlantic ASA曲线-GARCH模型（波动性分析模型）

时间范围:

新息冲击曲线

Volatility Forecast

参数估计

Norse Atlantic ASA其他分析