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Morphosys Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 2, 2024 at 07:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Morphosys Ag S0GARCH
paramt-stat
ω1.18942.77
α0.09493.72
β0.861223.41
γ16.28071.79
γ2-11.7709-1.81
γ39.57291.75
γ4-6.4616-1.67
γ54.40481.37
γ6-3.5954-0.89
γ73.59770.80
γ8-5.0617-1.03
γ92.21420.47
γ103.06281.09
Estimation Period:
Sep 12, 2017 to Jul 26, 2024
Impact of return on volatility tomorrow
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