V-Lab
V-Lab

POLUS BioPharm Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 11th, 2022:25.42% (0.00%)

Analysis last updated: Saturday, October 8, 2022 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of POLUS BioPharm Inc S0GARCH
paramt-stat
ω0.45146.42
α0.244711.17
β0.617520.31
γ10.01870.57
γ2-0.0023-0.05
γ3-0.0851-2.83
γ40.09512.58
γ5-0.0459-0.95
γ60.09841.40
γ7-0.2023-1.69
γ80.18831.52
Estimation Period:
Jan 3, 1990 to Oct 7, 2022
Impact of return on volatility tomorrow
Volatility Forecasts