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Igb Eletronica Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Igb Eletronica Sa S0GARCH
paramt-stat
ω0.80832.01
α0.21334.27
β0.713311.92
γ1-0.7294-1.53
γ21.01941.55
γ3-0.4980-1.31
γ40.66701.88
γ5-0.8903-1.83
γ60.58160.87
γ7-0.1648-0.23
γ8-0.0807-0.13
γ90.17980.53
Estimation Period:
Feb 16, 2005 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts