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Corp Ceramica SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2019 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Ceramica SA S0GARCH
paramt-stat
ω2.751127,510,920.00
α0.28082,808,400.00
β0.71927,191,600.00
γ135.1261351,261,300.00
γ28.598485,983,890.00
γ3-25.2442-252,441,900.00
γ4-55.6628-556,627,700.00
γ5-23.2631-232,631,200.00
Estimation Period:
Mar 12, 1996 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts