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V-Lab

Oxford Cannabinoid Technologies Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 7, 2024 at 08:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Oxford Cannabinoid Technologies Holdings PLC S0GARCH
paramt-stat
ω1.28356.00
α0.15482.68
β0.24741.13
γ123.90453.45
γ2-38.7531-3.08
γ321.47362.03
γ4-2.7489-0.29
γ5-9.9163-0.99
γ64.27620.48
γ712.36271.40
γ8-17.4149-2.11
Estimation Period:
May 21, 2021 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts