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Acasti Pharma Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 28, 2023 at 03:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Acasti Pharma Inc S0GARCH
paramt-stat
ω1.23885.89
α0.17273.94
β0.29042.67
γ10.44001.94
γ2-0.2725-0.74
γ3-0.4332-1.23
γ40.26200.72
γ50.36461.11
γ6-0.9344-3.06
γ70.86213.89
Estimation Period:
Mar 31, 2011 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts