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V-Lab

Anteris Technologies Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 13, 2024 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Anteris Technologies Ltd SGARCH
paramt-stat
ω0.92816.55
α0.14485.77
β0.671911.68
γ10.36471.36
γ2-0.9665-2.38
γ30.79683.19
γ4-0.2211-0.94
γ50.21430.51
γ6-0.2091-0.27
γ7-0.1660-0.19
γ80.31100.53
γ9-0.5331-1.42
γ101.60243.92
Estimation Period:
Mar 24, 2004 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts