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Tim S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 8, 2024 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Tim S.A. S0GARCH
paramt-stat
ω1.649816,497,660.00
α0.66416,641,460.00
β0.33593,358,540.00
γ1-2.4461-24,460,800.00
γ2-8.1625-81,625,280.00
γ3-1.6169-16,169,280.00
γ4-0.1666-1,665,580.00
γ5-4.9987-49,986,970.00
Estimation Period:
Mar 3, 2021 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts