Skip to main content
V-Lab

Oncimmune Holdings PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 30, 2025 at 12:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Oncimmune Holdings PLC SGARCH
paramt-stat
ω0.56952.47
α0.39344.60
β0.46456.05
γ1-1.8008-1.01
γ24.71851.72
γ3-5.7892-1.92
γ43.73171.02
γ5-0.9980-0.36
γ60.06140.03
γ71.92961.00
γ8-5.0657-1.90
γ96.67012.25
γ10-12.4127-4.60
Estimation Period:
May 18, 2016 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts