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Dechra Pharmaceuticals Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 16, 2024 at 02:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dechra Pharmaceuticals Ltd S0GARCH
paramt-stat
ω1.12481.91
α0.11486.42
β0.885049.62
γ1-0.6592-1.56
γ20.86371.60
γ3-0.3076-1.60
γ40.08860.56
γ50.19521.03
γ6-0.5228-2.16
γ70.55142.79
Estimation Period:
Sep 20, 2000 to Jan 12, 2024
Impact of return on volatility tomorrow
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