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Entersoft Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 4, 2024 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Entersoft Sa S0GARCH
paramt-stat
ω9.334393,343,260.00
α0.12441,243,880.00
β0.87518,750,920.00
γ1-811.9285-8,119,285,000.00
γ22,258.400022,584,000,000.00
γ3-2,149.3530-21,493,530,000.00
γ4633.87296,338,729,000.00
γ558.0967580,967,200.00
γ684.9539849,538,500.00
γ7-111.7260-1,117,260,000.00
γ853.5927535,927,000.00
γ9-42.4743-424,742,600.00
γ1056.6962566,961,800.00
Estimation Period:
Jan 30, 2014 to Aug 16, 2024
Impact of return on volatility tomorrow
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