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V-Lab

Oncodesign Services SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 27, 2022 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Oncodesign Services SA S0GARCH
paramt-stat
ω1.55581.55
α0.19427.57
β0.796542.52
γ10.58130.16
γ2-1.5448-0.29
γ30.49800.16
γ41.47800.74
γ5-0.6091-0.37
γ6-1.3456-0.76
γ71.41720.85
γ8-3.3573-1.83
γ95.54294.47
Estimation Period:
Apr 2, 2014 to Dec 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts