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V-Lab

Palla Pharma Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, August 7, 2022 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Palla Pharma Ltd S0GARCH
paramt-stat
ω17.61403.70
α0.696972.92
β0.302632.03
γ1-3.9033-1.82
γ26.73002.43
γ3-4.5386-2.74
γ42.44521.03
γ50.27710.06
γ6-6.1910-0.47
γ7-107.3242-4.31
γ8228.450310.68
Estimation Period:
Aug 13, 2015 to Aug 5, 2022
Impact of return on volatility tomorrow
Volatility Forecasts