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Enauta Participacoes Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2024 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Enauta Participacoes Sa S0GARCH
paramt-stat
ω0.88597.48
α0.07503.76
β0.769512.27
γ1-0.4546-2.07
γ21.05453.07
γ3-1.0653-4.44
γ40.70083.64
γ5-0.3803-2.43
γ60.17941.35
γ7-0.0153-0.18
Estimation Period:
Feb 9, 2011 to Jul 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts