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V-Lab

Redx Pharma Ltd 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 SGARCH
paramt-stat
ω0.34611.44
α0.18522.54
β0.771411.57
γ1-1.3028-0.48
γ20.78480.17
γ30.06390.02
γ40.68710.22
γ50.74020.23
γ6-4.0723-1.00
γ75.62181.60
γ8-2.5435-0.92
γ9-2.5599-0.83
γ1014.52033.47
Estimation Period:
Mar 27, 2015 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts