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Mologen AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, January 3, 2023 at 09:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mologen AG SGARCH
paramt-stat
ω39.0131390,130,500.00
α0.33973,397,310.00
β0.66036,602,690.00
γ1-3.8025-38,024,760.00
γ25.984859,848,310.00
γ3-2.1568-21,567,790.00
γ4-1.8117-18,116,880.00
γ56.610866,108,100.00
γ6-1.9155-19,154,950.00
γ7-14.6468-146,467,900.00
γ838.4919384,918,500.00
γ9-105.3908-1,053,908,000.00
Estimation Period:
Jun 22, 1998 to Dec 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts