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Empresa Agroindustrial Cayalti Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:0.54% (-0.55%)
Analysis last updated: Saturday, October 11, 2025 at 01:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empresa Agroindustrial Cayalti S0GARCH
paramt-stat
ω0.13401,339,870.00
α0.71197,119,030.00
β0.24562,455,960.00
γ1-1,148.3770-11,483,770,000.00
γ2-496.1435-4,961,435,000.00
γ3823.39008,233,900,000.00
γ41,980.212019,802,120,000.00
γ5832.07498,320,749,000.00
γ6-1,106.3400-11,063,400,000.00
γ7-1,996.1780-19,961,780,000.00
γ8-213.1421-2,131,421,000.00
γ9978.93459,789,345,000.00
γ101,157.629011,576,290,000.00
Estimation Period:
Sep 1, 2011 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts