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Astellas Gene Therapies Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 14, 2020 at 10:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Astellas Gene Therapies Inc S0GARCH
paramt-stat
ω0.59752.89
α0.00000.00
β0.999016.91
γ1-36.2126-0.68
γ246.77071.15
γ3-15.0144-0.95
γ410.10960.92
γ5-12.7456-0.90
γ613.29940.97
γ7-9.9835-0.72
γ80.10930.01
γ915.66371.75
γ10-18.5271-2.77
Estimation Period:
Jul 20, 2016 to Jan 10, 2020
Impact of return on volatility tomorrow
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