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Alumetal Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 30, 2023 at 05:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Alumetal Sa S0GARCH
paramt-stat
ω9.86864.00
α0.6386202.48
β0.3601135.93
γ1-1.3281-0.61
γ21.29640.47
γ30.64850.57
γ4-1.5445-0.97
γ51.28850.64
γ60.23980.15
γ7-1.5411-1.30
γ83.05152.00
γ9-37.8757-20.26
γ1069.731252.52
Estimation Period:
Jul 17, 2014 to Nov 24, 2023
Impact of return on volatility tomorrow
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