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Comarch Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, March 28, 2025 at 01:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Comarch Sa S0GARCH
paramt-stat
ω1.52261.28
α0.264719.92
β0.7312107.57
γ1-0.7914-1.39
γ21.17851.78
γ3-0.5313-2.95
γ40.08920.56
γ50.13650.74
γ6-0.0911-0.51
γ7-0.0555-0.28
γ80.20340.77
γ9-2.0624-7.14
γ103.738218.19
Estimation Period:
Jan 4, 2000 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts