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V-Lab

Oxford Cannabinoid Technologies Holdings PLC 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 SGARCH
paramt-stat
ω1.34255.97
α0.24132.51
β0.04900.46
γ124.56923.61
γ2-39.4225-3.20
γ320.68361.99
γ4-0.5470-0.06
γ5-13.6846-1.41
γ611.67711.41
γ7-4.5702-0.68
γ820.21001.58
Estimation Period:
May 21, 2021 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts