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Itesoft Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, June 5, 2024 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Itesoft Sa S0GARCH
paramt-stat
ω73.29671.33
α0.41948.40
β0.580111.79
γ1-167.2236-0.80
γ2497.51771.42
γ3-504.2378-2.10
γ4130.90111.12
γ5325.28702.74
γ6-1,626.7820-10.13
γ73,622.997028.61
γ8-3,725.8610-35.61
γ91,715.101015.95
γ10-254.8591-4.16
Estimation Period:
Feb 4, 2022 to May 31, 2024
Impact of return on volatility tomorrow
Volatility Forecasts