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Pharmasimple Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 10, 2024 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pharmasimple Sa SGARCH
paramt-stat
ω29.3775293,775,300.00
α0.49084,907,940.00
β0.49794,979,450.00
γ1-34.3714-343,713,900.00
γ214.1972141,972,100.00
γ3103.01261,030,126,000.00
γ4-119.0432-1,190,432,000.00
γ555.6076556,076,100.00
γ664.2830642,830,100.00
γ7-1,260.7040-12,607,040,000.00
Estimation Period:
Nov 16, 2016 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts