Skip to main content
V-Lab

Alumetal Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, August 11, 2023 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Alumetal Sa S0GARCH
paramt-stat
ω0.96502.90
α0.25562.68
β0.36692.33
γ17.92090.47
γ2-19.8882-0.80
γ328.83602.10
γ4-47.0411-4.42
γ562.61975.25
γ6-50.9290-3.45
γ727.15221.69
γ8-11.6647-1.12
Estimation Period:
Mar 3, 2021 to Aug 4, 2023
Impact of return on volatility tomorrow
Volatility Forecasts