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Destiny Pharma PLC 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 SGARCH
paramt-stat
ω1.21045.66
α0.20643.02
β0.00000.00
γ13.64651.47
γ2-1.7313-0.35
γ3-4.3001-0.70
γ45.19790.84
γ5-8.6108-2.15
γ612.47634.12
γ7-10.5644-2.57
γ85.02850.98
γ9-0.7994-0.19
γ104.73451.04
Estimation Period:
Sep 4, 2017 to Aug 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts