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V-Lab

Pandion Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 31, 2021 at 10:38 PM UTC
Date Range:

from

to

6M ·

All

graph of Pandion Therapeutics Inc S0GARCH
paramt-stat
ω1.51793.25
α0.996726.02
β0.00000.00
γ1-74.0444-0.08
γ2230.56450.18
γ3-739.9525-1.02
γ41,164.32401.90
γ5-1,011.1300-2.04
γ61,036.51301.54
γ7-1,675.6750-2.01
γ82,845.08804.25
γ9-4,218.3590-5.58
γ103,493.67007.57
Estimation Period:
Jul 17, 2020 to Mar 26, 2021
Impact of return on volatility tomorrow
Volatility Forecasts