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Veloxis Pharmaceuticals A/S Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, February 24, 2020 at 08:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Veloxis Pharmaceuticals A/S S0GARCH
paramt-stat
ω1.22532.90
α0.29577.97
β0.664516.18
γ10.27400.39
γ2-0.2794-0.23
γ3-0.5666-0.61
γ41.33092.08
γ5-1.6210-1.88
γ61.98371.97
γ7-2.6936-2.87
γ82.85963.11
γ9-2.7252-3.22
γ102.49294.72
Estimation Period:
Nov 13, 2006 to Feb 21, 2020
Impact of return on volatility tomorrow
Volatility Forecasts