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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 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Acticor Biotech Sas SGARCH
paramt-stat
ω57.4925574,925,400.00
α0.57505,749,720.00
β0.42254,225,220.00
γ1-10.6298-106,298,000.00
γ2-25.1877-251,877,400.00
γ339.6453396,453,100.00
γ4143.78951,437,895,000.00
γ5-220.5632-2,205,632,000.00
γ6-61.3486-613,485,600.00
γ7-246.0854-2,460,854,000.00
γ82,225.120022,251,200,000.00
γ9-12,743.1600-127,431,600,000.00
Estimation Period:
Nov 1, 2021 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts