Skip to main content
V-Lab

Pharmasimple Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 10, 2024 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pharmasimple Sa S0GARCH
paramt-stat
ω2.69241.50
α0.622125.62
β0.377615.50
γ1-8.8871-3.11
γ212.61612.91
γ3-7.0515-2.36
γ46.24032.63
γ5-5.5684-1.76
γ64.05200.53
γ7-55.5134-1.38
γ8205.78311.88
γ9-512.3428-4.05
γ10614.28349.62
Estimation Period:
Nov 16, 2016 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts