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Biocorp Production Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 12, 2023 at 07:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Biocorp Production S0GARCH
paramt-stat
ω0.87455.06
α0.07241.59
β0.00000.00
γ110.75580.80
γ2-14.4087-0.72
γ32.80950.22
γ47.35170.64
γ5-11.3927-0.97
γ613.68050.76
γ7-30.7573-1.47
γ843.31012.10
γ9-50.6702-1.89
γ1048.86832.40
Estimation Period:
Feb 5, 2021 to Oct 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts