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Dommo Energia Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 12, 2023 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Dommo Energia Sa SGARCH
paramt-stat
ω4.63822.17
α0.54338.54
β0.45647.18
γ1-6.6405-2.52
γ28.19442.23
γ3-2.1315-1.09
γ41.23440.79
γ5-0.5427-0.34
γ6-1.3915-0.86
γ73.71021.92
γ8-10.5139-3.37
Estimation Period:
Mar 31, 2015 to Jan 6, 2023
Impact of return on volatility tomorrow
Volatility Forecasts