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Morphosys Ag 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 SGARCH
paramt-stat
ω0.85813.36
α0.11612.19
β0.49252.59
γ14.12411.93
γ2-7.5882-2.08
γ36.11352.11
γ4-4.3530-2.09
γ52.99491.77
γ6-1.9467-1.01
γ71.75670.80
γ8-3.6706-1.43
γ96.59902.32
γ10-20.0761-4.00
Estimation Period:
Sep 12, 2017 to Jul 26, 2024
Impact of return on volatility tomorrow
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