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V-Lab

Point Biopharma Global Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 26, 2023 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Point Biopharma Global Inc S0GARCH
paramt-stat
ω2.05262.97
α0.24972.20
β0.05260.64
γ140.21173.03
γ2-61.0010-2.76
γ342.05893.02
γ4-38.0465-4.61
γ523.75862.82
γ6-3.2498-0.27
γ7-19.5464-1.27
γ827.67432.25
γ9-9.1296-1.18
γ10-7.1399-0.92
Estimation Period:
Jul 8, 2020 to Dec 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts