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Biocorp Production Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 13, 2023 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Biocorp Production S0GARCH
paramt-stat
ω1.42211.67
α0.20078.22
β0.793436.91
γ1-3.7589-0.97
γ23.85970.81
γ30.40320.15
γ40.77770.31
γ5-3.1451-1.30
γ64.32031.49
γ7-11.7252-1.97
γ825.85861.98
γ9-30.1491-2.21
γ1018.06403.05
Estimation Period:
Jul 10, 2015 to Oct 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts