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Sciclone Pharmaceuticals 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 SGARCH
paramt-stat
ω1.67774.51
α0.11371.98
β0.44221.77
γ142.61174.20
γ2-66.5509-3.58
γ340.29902.53
γ4-31.7641-2.67
γ538.42233.25
γ6-50.8341-3.06
γ744.59352.39
γ8-16.3771-1.22
γ9-6.7558-0.61
γ10-36.2333-1.54
Estimation Period:
Mar 3, 2021 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts