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Duck Creek Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 29, 2023 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Duck Creek Technologies Inc S0GARCH
paramt-stat
ω0.97643.45
α0.48242.78
β0.27945.46
γ10.71890.04
γ2-0.6272-0.02
γ3-15.9579-0.69
γ448.35871.31
γ5-67.6451-1.21
γ666.82071.24
γ7-58.0063-1.60
γ848.15051.05
γ9-76.9238-1.46
γ1095.16693.23
Estimation Period:
Aug 14, 2020 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts