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Lima Caucho SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 27, 2023 at 07:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lima Caucho SA S0GARCH
paramt-stat
ω1.917119,171,390.00
α0.0982981,660.00
β0.72037,202,650.00
γ1-5.6891-56,891,250.00
γ210.6575106,574,700.00
γ3-5.5660-55,659,970.00
γ4-13.2468-132,468,100.00
γ533.4728334,727,500.00
γ629.5950295,950,100.00
γ7-121.9501-1,219,501,000.00
γ8-133.5149-1,335,149,000.00
γ9207.64682,076,468,000.00
γ10221.65892,216,589,000.00
Estimation Period:
Jan 14, 1991 to Sep 22, 2023
Impact of return on volatility tomorrow
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