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Innovaderma PLC 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 SGARCH
paramt-stat
ω1.38443.42
α0.05532.27
β0.64983.60
γ1-5.5455-2.18
γ211.48663.03
γ3-10.3540-3.00
γ44.77101.25
γ53.27111.06
γ6-6.3546-2.23
γ71.71160.50
γ83.57351.20
γ9-4.2691-1.01
Estimation Period:
Sep 23, 2016 to May 20, 2022
Impact of return on volatility tomorrow
Volatility Forecasts