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Clinigen Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 2, 2022 at 05:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Clinigen Ltd S0GARCH
paramt-stat
ω0.75731.86
α0.45503.52
β0.35322.79
γ1-2.4058-1.50
γ22.57371.16
γ30.22380.19
γ4-0.8086-0.76
γ50.90330.90
γ6-0.4689-0.34
γ7-0.8712-0.50
γ82.50671.59
γ9-3.6475-3.54
γ102.95405.97
Estimation Period:
Sep 24, 2012 to Apr 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts