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McKesson Europe AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 29, 2023 at 04:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of McKesson Europe AG S0GARCH
paramt-stat
ω1.130910.00
α0.13997.25
β0.656713.11
γ10.01560.68
γ20.01140.33
γ3-0.0993-4.30
γ40.16116.93
γ5-0.1351-3.71
γ6-0.0419-0.77
γ70.23413.51
γ8-0.2004-3.30
Estimation Period:
Jan 2, 1990 to Jun 23, 2023
Impact of return on volatility tomorrow
Volatility Forecasts