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Consort Medical plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 6, 2020 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Consort Medical plc S0GARCH
paramt-stat
ω0.40124.08
α0.24825.40
β0.48867.71
γ1-0.1198-2.39
γ20.16592.28
γ3-0.0518-0.89
γ40.03010.56
γ5-0.1055-2.34
γ60.15833.82
γ7-0.1074-3.61
Estimation Period:
Jan 1, 1990 to Feb 28, 2020
Impact of return on volatility tomorrow
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