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Corp Financiera Alba SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 10, 2025 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Financiera Alba SA S0GARCH
paramt-stat
ω1.04224.78
α0.12637.90
β0.798331.47
γ1-0.1263-2.89
γ20.23803.73
γ3-0.1970-5.09
γ40.12923.85
γ5-0.0451-1.29
γ6-0.0165-0.45
γ7-0.0001-0.00
γ80.06661.02
γ9-0.0703-1.07
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts