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V-Lab

Palla Pharma Ltd 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 SGARCH
paramt-stat
ω35.0254350,254,000.00
α0.53955,394,850.00
β0.46004,600,350.00
γ11.562715,626,520.00
γ2-14.8609-148,609,300.00
γ321.8814218,814,000.00
γ4-38.4513-384,512,800.00
γ5-54.3263-543,263,100.00
γ6112.65441,126,544,000.00
γ7174.61891,746,189,000.00
γ8-363.5338-3,635,338,000.00
γ9-1,432.9420-14,329,420,000.00
Estimation Period:
Aug 13, 2015 to Aug 5, 2022
Impact of return on volatility tomorrow
Volatility Forecasts