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V-Lab

Entersoft Sa 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 SGARCH
paramt-stat
ω100.00001,000,000,000.00
α0.0996996,060.00
β0.68556,854,640.00
γ1-699.6941-6,996,941,000.00
γ22,102.111021,021,110,000.00
γ3-2,188.1110-21,881,110,000.00
γ4848.55158,485,515,000.00
γ5-64.0482-640,482,100.00
γ60.30753,074,750.00
γ71.515915,159,340.00
γ8-0.8624-8,624,330.00
γ91.117111,171,450.00
γ10-6.5679-65,679,260.00
Estimation Period:
Jan 30, 2014 to Aug 16, 2024
Impact of return on volatility tomorrow
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