Skip to main content
V-Lab

Nabriva Therapeutics Plc 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 SGARCH
paramt-stat
ω10.95710.02
α0.43850.01
β0.56150.01
γ17.04430.00
γ2-26.4205-0.00
γ344.12950.02
γ4-40.5141-0.02
γ519.70870.02
γ6-5.1612-0.03
γ7-44.2363-0.00
γ8132.52670.00
γ9-276.2982-0.07
Estimation Period:
Sep 20, 2017 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts