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V-Lab

Medesis Pharma Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 16, 2025 at 11:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Medesis Pharma Sa S0GARCH
paramt-stat
ω1.14951.02
α0.79203.88
β0.09751.79
γ10.63080.09
γ27.19220.64
γ3-20.4535-1.71
γ420.90991.77
γ5-13.1252-1.69
γ610.26101.51
γ7-5.6922-0.57
γ8-7.2528-0.70
γ912.08231.93
Estimation Period:
Feb 12, 2021 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts