Skip to main content
V-Lab

Drozapol-Profil Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, February 23, 2025 at 04:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Drozapol-Profil Sa S0GARCH
paramt-stat
ω1.61633.01
α0.08004.07
β0.802013.95
γ10.04470.18
γ2-0.0123-0.04
γ30.08760.40
γ4-0.3468-1.45
γ50.51972.20
γ6-0.6406-3.21
γ70.87903.99
γ8-1.0995-4.15
γ90.78693.25
γ10-0.2041-1.28
Estimation Period:
Feb 5, 2007 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts