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Lansen Pharmaceutical Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, November 28, 2023 at 04:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lansen Pharmaceutical Holdings Ltd S0GARCH
paramt-stat
ω0.89353.98
α0.18074.26
β0.59867.94
γ1-0.0116-0.02
γ2-0.1116-0.18
γ30.41571.16
γ4-0.7001-1.54
γ50.79151.56
γ6-0.6799-1.62
γ70.94322.10
γ8-1.4639-2.93
γ91.12552.72
Estimation Period:
May 7, 2010 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts