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V-Lab

Comarch Sa 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 SGARCH
paramt-stat
ω5.41412.31
α0.346558.23
β0.651578.74
γ1-0.5437-1.72
γ20.89422.30
γ3-0.4819-3.19
γ40.06800.46
γ50.15720.93
γ6-0.1210-0.74
γ7-0.0033-0.02
γ80.05950.27
γ90.04540.20
γ10-6.2425-20.74
Estimation Period:
Jan 4, 2000 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts