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Alliance Pharma plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, May 18, 2025 at 04:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alliance Pharma plc S0GARCH
paramt-stat
ω0.75392.41
α0.15115.61
β0.691113.05
γ1-0.3044-1.29
γ20.61361.93
γ3-0.5673-3.27
γ40.21691.36
γ50.31092.96
γ6-0.4664-4.01
γ70.28302.04
γ8-0.1035-0.78
γ90.00020.00
Estimation Period:
Nov 21, 2001 to May 16, 2025
Impact of return on volatility tomorrow
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