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Morphosys Ag 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 SGARCH
paramt-stat
ω0.00000.00
α0.88238,822,920.00
β0.11771,177,080.00
γ1-385.0022-3,850,022,000.00
γ21,561.955015,619,550,000.00
γ3-2,048.4710-20,484,710,000.00
γ4819.71658,197,165,000.00
γ5303.52733,035,273,000.00
γ6-401.1656-4,011,656,000.00
γ7163.89731,638,973,000.00
γ8-22.3640-223,640,100.00
Estimation Period:
Dec 8, 2021 to Aug 2, 2024
Impact of return on volatility tomorrow
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