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Mithra Pharmaceuticals Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 20, 2024 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mithra Pharmaceuticals SGARCH
paramt-stat
ω6.50010.65
α0.60480.96
β0.39490.63
γ1-3.3549-2.47
γ24.03172.30
γ30.12540.11
γ4-2.2614-1.62
γ52.29941.34
γ6-0.7354-0.19
γ7-46.8340-0.26
γ857.73420.17
γ9128.28310.40
γ10-524.5872-1.83
Estimation Period:
Jun 30, 2015 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts