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Cementos Portland Valderrivas SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, February 13, 2017 at 06:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementos Portland Valderrivas SA S0GARCH
paramt-stat
ω2.40073.88
α0.11708.29
β0.849050.87
γ10.11541.04
γ20.00580.03
γ3-0.3188-2.79
γ40.40413.97
γ5-0.3273-2.95
γ60.27262.09
γ7-0.4542-3.11
γ80.48114.97
Estimation Period:
Aug 7, 1992 to Feb 10, 2017
Impact of return on volatility tomorrow
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