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Corp Ceramica SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2019 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Ceramica SA SGARCH
paramt-stat
ω1.026410,264,230.00
α0.25832,583,380.00
β0.74177,416,600.00
γ122.3496223,495,900.00
γ223.9677239,677,300.00
γ3-11.0380-110,379,500.00
γ4-75.7938-757,937,500.00
γ5-138.6371-1,386,371,000.00
γ6-65.4231-654,230,500.00
Estimation Period:
Mar 12, 1996 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts