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CETIP SA - Mercados Organizados Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, March 29, 2017 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CETIP SA - Mercados Organizados S0GARCH
paramt-stat
ω1.13194.37
α0.06754.97
β0.896241.92
γ10.08060.14
γ2-0.2113-0.22
γ3-0.2420-0.28
γ41.45801.89
γ5-2.4690-3.37
γ62.11154.18
Estimation Period:
Oct 28, 2009 to Mar 24, 2017
Impact of return on volatility tomorrow
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