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Corp Empresarial de Materiales de Construccion SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 23, 2022 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Empresarial de Materiales de Construccion SA S0GARCH
paramt-stat
ω38.77012.86
α0.68411,419.33
β0.3158601.46
γ1-0.0746-2.09
γ20.09071.81
γ3-0.0091-0.27
γ4-0.0153-0.30
γ50.01580.16
γ60.13200.61
γ7-15.7091-42.76
γ830.941698.78
Estimation Period:
Jan 1, 1990 to Mar 25, 2022
Impact of return on volatility tomorrow
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