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V-Lab

Genomic Vision Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 10, 2024 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Genomic Vision S0GARCH
paramt-stat
ω3.18392.81
α0.480757.88
β0.518561.29
γ1-3.2305-2.23
γ24.83542.33
γ3-1.7088-1.31
γ4-1.0798-0.68
γ52.76261.29
γ6-2.4133-1.15
γ7-0.5007-0.25
γ85.30171.80
γ9-23.1638-6.88
γ1035.472716.95
Estimation Period:
Apr 2, 2014 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts