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V-Lab

Ulisse Biomed SPA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 10, 2025 at 09:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ulisse Biomed SPA S0GARCH
paramt-stat
ω3.961039,609,900.00
α0.82068,206,040.00
β0.17941,793,960.00
γ11,947.954019,479,540,000.00
γ2-562.4782-5,624,782,000.00
γ3-3,259.2310-32,592,310,000.00
γ42,292.111022,921,110,000.00
γ5-174.5768-1,745,768,000.00
γ6-421.9470-4,219,470,000.00
γ7122.84861,228,486,000.00
γ8165.14431,651,443,000.00
γ9-159.7947-1,597,947,000.00
Estimation Period:
Aug 9, 2021 to Jan 3, 2025
Impact of return on volatility tomorrow
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