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Corp Financiera Alba Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, May 10, 2025 at 02:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Corp Financiera Alba S0GARCH
paramt-stat
ω1.39616.03
α0.08697.20
β0.858436.89
γ1-0.0173-0.50
γ20.06741.30
γ3-0.0731-1.77
γ40.02530.58
γ5-0.0474-0.94
γ60.12911.86
γ7-0.1243-1.85
Estimation Period:
Apr 15, 1999 to May 2, 2025
Impact of return on volatility tomorrow
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