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Ovoca Bio plc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ovoca Bio plc S0GARCH
paramt-stat
ω0.49192.06
α0.06244.04
β0.873724.40
γ1-0.1315-0.23
γ20.20540.24
γ3-0.3311-0.67
γ40.68772.55
γ5-0.6561-4.17
γ60.03770.22
γ70.59493.06
γ8-0.8575-4.76
γ90.86466.37
γ10-0.6063-5.09
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts