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Aes Brasil Energia S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, November 3, 2024 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Aes Brasil Energia S.A. S0GARCH
paramt-stat
ω9.48920.85
α0.964712.74
β0.02060.49
γ116.20471.74
γ2-22.0492-1.57
γ34.11180.43
γ45.87490.75
γ5-8.7105-1.03
γ610.48211.26
γ7-10.4675-1.16
γ814.34540.98
γ9-36.6603-1.79
γ1043.97162.94
Estimation Period:
Mar 29, 2021 to Nov 1, 2024
Impact of return on volatility tomorrow
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