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METabolic EXplorer SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 10, 2024 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of METabolic EXplorer SA S0GARCH
paramt-stat
ω5.30393.62
α0.4573108.75
β0.5420121.42
γ1-0.9983-2.52
γ21.46302.44
γ3-0.6260-1.24
γ40.23420.40
γ5-0.4271-0.85
γ60.64121.70
γ70.13460.28
γ8-6.6757-10.71
γ911.987625.09
Estimation Period:
Apr 10, 2007 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts