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EKO Export SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EKO Export SA S0GARCH
paramt-stat
ω50.8336508,336,000.00
α0.52005,199,650.00
β0.47944,793,990.00
γ11.758217,581,730.00
γ2-8.2953-82,952,630.00
γ35.013350,133,040.00
γ415.0025150,024,900.00
γ510.2657102,657,400.00
γ6-77.9523-779,522,600.00
γ7133.65001,336,500,000.00
γ8-321.9351-3,219,351,000.00
γ9432.32364,323,236,000.00
Estimation Period:
Jul 15, 2009 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts