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McKesson Europe AG 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 SGARCH
paramt-stat
ω1.09788.91
α0.12216.83
β0.730417.57
γ1-0.0237-0.62
γ20.09221.62
γ3-0.1262-3.15
γ40.02220.59
γ50.14513.68
γ6-0.1629-3.38
γ7-0.0432-0.90
γ80.15722.63
γ9-0.0493-0.53
γ100.23761.57
Estimation Period:
Jan 2, 1990 to Jun 23, 2023
Impact of return on volatility tomorrow
Volatility Forecasts