Skip to main content
V-Lab

MorphoSys AG Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MorphoSys AG SGARCH
paramt-stat
ω1.24775.16
α0.20288.34
β0.671912.80
γ1-0.1185-1.28
γ20.01130.07
γ30.28382.55
γ4-0.3099-2.97
γ50.24922.20
γ6-0.1127-0.89
γ7-0.1084-0.73
γ80.18081.25
γ90.11550.85
γ10-1.5342-7.75
Estimation Period:
Mar 17, 1999 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts