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Incannex Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, December 1, 2023 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Incannex Healthcare Ltd S0GARCH
paramt-stat
ω0.76613.81
α0.09535.60
β0.846429.72
γ1-0.8800-2.13
γ21.03831.77
γ30.54291.40
γ4-1.6586-3.90
γ51.19402.89
γ6-0.0630-0.20
γ7-0.1108-0.44
γ8-0.1455-0.82
Estimation Period:
May 23, 2007 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts