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Cofina Sgps SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 7, 2025 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cofina Sgps SA S0GARCH
paramt-stat
ω0.85263.87
α0.20895.35
β0.709516.51
γ1-0.1416-1.30
γ20.29911.79
γ3-0.2175-1.93
γ40.11481.15
γ5-0.2010-1.80
γ60.27722.70
γ7-0.2075-2.10
γ80.16561.21
γ9-0.1493-1.14
Estimation Period:
Mar 7, 2000 to Feb 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts