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Biotie Therapies OYJ Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 23, 2016 at 06:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Biotie Therapies OYJ S0GARCH
paramt-stat
ω0.61105.66
α0.27523.86
β0.56037.33
γ1-0.6130-3.35
γ20.48481.45
γ30.42261.39
γ4-0.5074-1.37
γ50.46170.84
γ6-0.4287-0.79
γ70.08280.21
γ80.52131.31
γ9-0.7107-1.76
Estimation Period:
Jun 29, 2000 to Sep 23, 2016
Impact of return on volatility tomorrow
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