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Destiny Pharma PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 14, 2024 at 08:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Destiny Pharma PLC S0GARCH
paramt-stat
ω1.20225.65
α0.19642.99
β0.01750.25
γ13.66331.47
γ2-1.7806-0.36
γ3-4.2010-0.68
γ45.00730.80
γ5-8.3053-2.06
γ612.02843.97
γ7-9.7585-2.35
γ83.13170.61
γ93.95920.95
γ10-6.6677-2.58
Estimation Period:
Sep 4, 2017 to Aug 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts