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Innovaderma PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 21, 2022 at 05:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Innovaderma PLC S0GARCH
paramt-stat
ω1.39863.44
α0.05492.29
β0.65343.69
γ1-5.3913-2.13
γ211.23922.96
γ3-10.1955-2.94
γ44.66331.22
γ53.35021.08
γ6-6.4549-2.25
γ71.91590.55
γ83.12571.14
γ9-3.1158-1.91
Estimation Period:
Sep 23, 2016 to May 20, 2022
Impact of return on volatility tomorrow
Volatility Forecasts