Skip to main content
V-Lab

Redx Pharma Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 3, 2024 at 03:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Redx Pharma Ltd S0GARCH
paramt-stat
ω0.31081.94
α0.16352.22
β0.75129.26
γ1-0.8940-0.35
γ20.35070.08
γ30.16860.05
γ40.45320.16
γ51.06020.35
γ6-4.4785-1.21
γ76.69142.10
γ8-5.6839-2.08
γ95.90841.54
γ10-5.8092-1.64
Estimation Period:
Mar 27, 2015 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts