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LogicBio Therapeutics, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 15, 2022 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of LogicBio Therapeutics, Inc. S0GARCH
paramt-stat
ω1.87143.24
α0.11572.09
β0.71036.87
γ124.96344.79
γ2-38.7490-4.91
γ329.34923.59
γ4-31.6626-2.40
γ525.12491.80
γ6-15.0064-1.62
γ715.18832.25
γ8-12.9660-1.81
γ95.04880.43
γ10-3.9073-0.29
Estimation Period:
Oct 19, 2018 to Nov 11, 2022
Impact of return on volatility tomorrow
Volatility Forecasts