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V-Lab

Medtech Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 28, 2016 at 05:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Medtech SGARCH
paramt-stat
ω1.70472.31
α0.33734.23
β0.632910.18
γ1-26.4594-1.39
γ238.24291.41
γ3-6.4472-0.35
γ4-17.5903-0.97
γ523.36721.24
γ6-48.4373-1.71
γ7132.44062.01
γ8-286.0032-2.75
Estimation Period:
Nov 27, 2013 to Sep 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts