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V-Lab

Acticor Biotech SAS Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, March 8, 2025 at 11:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Acticor Biotech SAS SGARCH
paramt-stat
ω6.088160,880,610.00
α0.33283,327,610.00
β0.66096,608,510.00
γ112.9532129,531,600.00
γ2-32.6695-326,694,700.00
γ3-5.3827-53,826,580.00
γ495.7632957,632,400.00
γ5-132.8735-1,328,735,000.00
γ6256.95882,569,588,000.00
γ7-5,371.3050-53,713,050,000.00
Estimation Period:
Nov 4, 2021 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts