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Alliance Pharma plc 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 SGARCH
paramt-stat
ω0.75242.33
α0.17874.19
β0.668512.64
γ1-0.3285-1.38
γ20.64462.01
γ3-0.5781-3.27
γ40.22661.39
γ50.28992.70
γ6-0.4102-3.42
γ70.14191.04
γ80.22961.80
γ9-0.9677-6.71
Estimation Period:
Nov 21, 2001 to May 16, 2025
Impact of return on volatility tomorrow
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