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V-Lab

Wedia Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 5, 2024 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wedia Sa SGARCH
paramt-stat
ω5.66590.00
α0.25020.00
β0.74980.00
γ1-0.0773-0.00
γ2-3.1128-0.00
γ37.21570.01
γ4-5.3544-0.00
γ51.01320.00
γ60.06680.00
γ70.18590.00
γ8-0.1300-0.00
γ90.89910.00
γ10-3.9458-0.00
Estimation Period:
Jul 5, 2013 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts