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Dechra Pharmaceuticals Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 16, 2024 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dechra Pharmaceuticals Ltd SGARCH
paramt-stat
ω0.85341.49
α0.08652.92
β0.871016.83
γ10.09540.26
γ2-0.3310-0.80
γ30.54872.51
γ4-0.5942-2.93
γ50.38592.07
γ6-0.1657-0.80
γ70.29890.98
γ8-0.5804-1.54
γ90.74592.39
γ10-1.5321-5.13
Estimation Period:
Sep 20, 2000 to Jan 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts