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4d pharma plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 9, 2022 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of 4d pharma plc S0GARCH
paramt-stat
ω0.70092.80
α0.23006.15
β0.684515.70
γ1-4.1023-1.59
γ27.51671.98
γ3-3.9285-1.52
γ4-1.3357-0.51
γ55.22381.83
γ6-7.5648-1.91
γ79.33132.04
γ8-11.8920-3.19
γ912.46864.77
γ10-7.7853-4.50
Estimation Period:
Feb 19, 2014 to Jun 24, 2022
Impact of return on volatility tomorrow
Volatility Forecasts