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V-Lab

Clinigen Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, April 2, 2022 at 05:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Clinigen Ltd SGARCH
paramt-stat
ω0.72931.98
α0.39613.61
β0.39104.66
γ1-2.2496-1.39
γ22.36931.06
γ30.31820.27
γ4-0.9303-0.88
γ51.08531.10
γ6-0.7647-0.56
γ7-0.1861-0.11
γ80.66400.43
γ90.74730.59
γ10-9.3217-3.86
Estimation Period:
Sep 24, 2012 to Apr 1, 2022
Impact of return on volatility tomorrow
Volatility Forecasts