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V-Lab

Vifor Pharma AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 24, 2022 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vifor Pharma AG S0GARCH
paramt-stat
ω1.08997.77
α0.13269.31
β0.766129.37
γ1-0.0388-0.76
γ20.04200.48
γ30.02240.28
γ4-0.1080-1.58
γ50.24434.28
γ6-0.3467-5.86
γ70.32494.23
γ8-0.1882-2.34
γ90.03780.65
γ100.01750.48
Estimation Period:
Jan 3, 1990 to Dec 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts