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Alumetal Sa 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 SGARCH
paramt-stat
ω9.03633.74
α0.5722103.81
β0.426680.87
γ1-1.4520-0.57
γ21.46650.46
γ30.61920.50
γ4-1.6601-1.00
γ51.61760.76
γ6-0.7168-0.42
γ71.00190.82
γ8-3.1901-2.59
γ95.61122.94
γ10-134.5048-35.69
Estimation Period:
Jul 17, 2014 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts