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Drozapol-Profil Sa 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 SGARCH
paramt-stat
ω1.61023.07
α0.08974.28
β0.775113.66
γ10.04560.18
γ2-0.0196-0.06
γ30.10270.48
γ4-0.3635-1.54
γ50.53562.29
γ6-0.6638-3.33
γ70.92694.22
γ8-1.1989-4.53
γ90.98863.26
γ10-0.6860-1.07
Estimation Period:
Feb 5, 2007 to Feb 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts