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Nabriva Therapeutics Plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 7, 2023 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nabriva Therapeutics Plc S0GARCH
paramt-stat
ω4.82461.94
α0.64286.83
β0.35523.85
γ1-2.9746-0.48
γ23.51240.43
γ3-0.8169-0.18
γ4-0.4667-0.10
γ53.26230.76
γ6-7.8190-1.39
γ712.69681.13
γ8-81.1711-0.59
γ9142.03470.38
γ10-66.8516-0.19
Estimation Period:
Sep 20, 2017 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts