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V-Lab

EKO Export SA 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 SGARCH
paramt-stat
ω0.0363363,150.00
α0.14581,458,480.00
β0.85338,533,360.00
γ1-0.3435-3,435,100.00
γ2-0.2043-2,043,030.00
γ39.730197,300,980.00
γ4-100.7881-1,007,881,000.00
Estimation Period:
Jul 15, 2009 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts