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Mediclinic Intl Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 1, 2023 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mediclinic Intl Plc S0GARCH
paramt-stat
ω0.97093.97
α0.13042.88
β0.47792.35
γ11.21860.73
γ2-2.2638-0.89
γ32.34891.34
γ4-3.5044-2.05
γ54.99122.87
γ6-5.5958-3.80
γ74.84823.71
γ8-3.7167-3.76
γ92.63723.87
Estimation Period:
Feb 8, 2016 to May 26, 2023
Impact of return on volatility tomorrow
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