Lima Caucho SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9171 | 19,171,390.00 | |
| 0.0982 | 981,660.00 | |
| 0.7203 | 7,202,650.00 | |
| -5.6891 | -56,891,250.00 | |
| 10.6575 | 106,574,700.00 | |
| -5.5660 | -55,659,970.00 | |
| -13.2468 | -132,468,100.00 | |
| 33.4728 | 334,727,500.00 | |
| 29.5950 | 295,950,100.00 | |
| -121.9501 | -1,219,501,000.00 | |
| -133.5149 | -1,335,149,000.00 | |
| 207.6468 | 2,076,468,000.00 | |
| 221.6589 | 2,216,589,000.00 |
Estimation Period:
Jan 14, 1991 to Sep 22, 2023
Jan 14, 1991 to Sep 22, 2023
News Impact Curve
Volatility Forecasts
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