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V-Lab

Medesis Pharma Sa 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 SGARCH
paramt-stat
ω4.41112.58
α0.785670.29
β0.213619.14
γ1-4.3645-0.88
γ28.44541.46
γ3-12.8119-2.45
γ414.32541.63
γ5-5.1956-0.60
γ6-2.1408-0.25
γ79.17151.01
γ8-273.2675-19.15
Estimation Period:
Feb 12, 2021 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts