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V-Lab

Ulisse Biomed SPA 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 SGARCH
paramt-stat
ω0.23402,340,130.00
α0.92489,247,900.00
β0.0752752,100.00
γ1-1,591.0400-15,910,400,000.00
γ25,191.819051,918,190,000.00
γ3-5,790.9270-57,909,270,000.00
γ42,258.345022,583,450,000.00
γ5175.90501,759,050,000.00
γ6-490.6839-4,906,839,000.00
γ7407.49724,074,972,000.00
γ8-272.0037-2,720,037,000.00
γ9204.77082,047,708,000.00
γ10-13.3801-133,800,900.00
Estimation Period:
Aug 9, 2021 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts