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V-Lab

UDG Healthcare Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, August 15, 2021 at 01:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UDG Healthcare Ltd S0GARCH
paramt-stat
ω0.47983.16
α0.08434.64
β0.696310.82
γ10.05620.49
γ2-0.0015-0.01
γ3-0.1820-1.44
γ40.22752.04
γ5-0.1326-1.75
γ60.04290.70
γ7-0.0829-1.60
γ80.12832.77
γ9-0.0467-0.97
γ10-0.0271-0.71
Estimation Period:
Mar 10, 1992 to Aug 13, 2021
Impact of return on volatility tomorrow
Volatility Forecasts