Skip to main content
V-Lab

Alper Consultoria E Corretor 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 SGARCH
paramt-stat
ω0.94496.02
α0.23265.10
β0.51377.26
γ1-0.0327-0.12
γ20.66591.54
γ3-1.7111-7.13
γ41.97737.71
γ5-1.2319-3.66
γ60.41301.37
γ7-0.3667-1.60
γ80.41981.42
Estimation Period:
Nov 2, 2010 to Aug 16, 2024
Impact of return on volatility tomorrow
Volatility Forecasts