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Dommo Energia Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 12, 2023 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dommo Energia Sa S0GARCH
paramt-stat
ω2.59002.16
α0.39818.12
β0.601512.29
γ1-8.5238-1.35
γ28.51111.07
γ31.22480.37
γ4-1.8817-0.77
γ50.81930.36
γ61.36770.50
γ7-4.6146-1.57
γ86.16391.71
γ9-6.2908-1.69
γ105.09212.37
Estimation Period:
Mar 31, 2015 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts