Skip to main content
V-Lab

Veloxis Pharmaceuticals A/S 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 SGARCH
paramt-stat
ω0.80005.14
α0.39295.53
β0.32244.13
γ10.52031.47
γ2-1.0195-1.61
γ30.69261.04
γ4-0.2540-0.39
γ50.17500.33
γ6-0.3094-0.53
γ7-0.2798-0.53
γ82.11974.63
γ9-6.0043-11.33
Estimation Period:
Nov 13, 2006 to Feb 21, 2020
Impact of return on volatility tomorrow
Volatility Forecasts