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Corp Empresarial de Materiales de Construccion SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 23, 2022 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Empresarial de Materiales de Construccion SA SGARCH
paramt-stat
ω41.3498413,498,300.00
α0.58905,890,470.00
β0.41094,108,600.00
γ1-0.0337-337,060.00
γ20.0617616,950.00
γ3-0.0670-669,860.00
γ40.19041,903,840.00
γ5-23.1876-231,875,800.00
Estimation Period:
Jan 1, 1990 to Mar 25, 2022
Impact of return on volatility tomorrow
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