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Morphosys Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, August 7, 2024 at 08:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Morphosys Ag S0GARCH
paramt-stat
ω0.0001970.00
α0.33093,308,600.00
β0.66916,690,860.00
γ111,129.5900111,295,900,000.00
γ2-314.6448-3,146,448,000.00
γ3-14,476.6700-144,766,700,000.00
γ4-2,871.3290-28,713,290,000.00
γ56,633.305066,333,050,000.00
γ62,271.046022,710,460,000.00
γ7-2,670.2040-26,702,040,000.00
γ8-595.4775-5,954,775,000.00
γ91,477.730014,777,300,000.00
Estimation Period:
Dec 8, 2021 to Aug 2, 2024
Impact of return on volatility tomorrow
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