Skip to main content
V-Lab

Alper Consultoria E Corretor Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 5, 2024 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alper Consultoria E Corretor S0GARCH
paramt-stat
ω0.95366.06
α0.23335.12
β0.51317.29
γ1-0.0181-0.07
γ20.64261.49
γ3-1.6957-7.07
γ41.96777.66
γ5-1.2323-3.66
γ60.43171.44
γ7-0.4228-1.97
γ80.56963.84
Estimation Period:
Nov 2, 2010 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts