V-Lab
V-Lab
CCR SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.06% (-0.78%)

Analysis last updated: Friday, May 3, 2024 at 05:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CCR SA AGARCH
paramt-stat
ω0.152916.12
α0.089430.98
β0.8851254.26
γ0.34476.74
Estimation Period:
Feb 4, 2002 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts