Corp Financiera Alba SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9752 | 4.40 | |
| 0.1188 | 8.28 | |
| 0.8086 | 35.30 | |
| -0.1436 | -3.24 | |
| 0.2648 | 4.16 | |
| -0.2146 | -5.65 | |
| 0.1426 | 4.32 | |
| -0.0519 | -1.52 | |
| -0.0193 | -0.56 | |
| 0.0178 | 0.49 | |
| 0.0172 | 0.37 | |
| 0.0608 | 0.50 |
Estimation Period:
Jan 1, 1990 to May 2, 2025
Jan 1, 1990 to May 2, 2025
News Impact Curve
Volatility Forecasts
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