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V-Lab

Genomic Vision Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 10, 2024 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Genomic Vision SGARCH
paramt-stat
ω3.90292.26
α0.422536.38
β0.577149.29
γ1-3.4664-2.19
γ25.12092.27
γ3-1.7287-1.22
γ4-1.2383-0.73
γ53.21441.41
γ6-3.3500-1.51
γ71.32470.70
γ80.82870.36
γ9-0.0761-0.03
γ10-50.8572-12.56
Estimation Period:
Apr 2, 2014 to Feb 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts