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Sciclone Pharmaceuticals Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 9, 2024 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sciclone Pharmaceuticals S0GARCH
paramt-stat
ω1.43253.62
α0.10442.13
β0.857112.52
γ136.98261.66
γ2-63.5994-1.47
γ346.89671.23
γ4-38.5928-1.49
γ546.72261.89
γ6-65.7679-1.83
γ760.64391.42
γ8-20.0277-0.61
γ9-30.7692-1.51
γ1045.11513.88
Estimation Period:
Mar 3, 2021 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts