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Vifor Pharma AG 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 SGARCH
paramt-stat
ω1.06987.97
α0.13339.30
β0.755926.18
γ1-0.0446-0.90
γ20.04690.55
γ30.03130.40
γ4-0.1289-1.92
γ50.27184.86
γ6-0.3775-6.55
γ70.36034.81
γ8-0.2385-3.06
γ90.13512.16
γ10-0.2322-2.48
Estimation Period:
Jan 3, 1990 to Dec 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts