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Corp Financiera Alba SA 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 SGARCH
paramt-stat
ω0.97524.40
α0.11888.28
β0.808635.30
γ1-0.1436-3.24
γ20.26484.16
γ3-0.2146-5.65
γ40.14264.32
γ5-0.0519-1.52
γ6-0.0193-0.56
γ70.01780.49
γ80.01720.37
γ90.06080.50
Estimation Period:
Jan 1, 1990 to May 2, 2025
Impact of return on volatility tomorrow
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