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Igb Eletronica Sa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Igb Eletronica Sa SGARCH
paramt-stat
ω15.05732.65
α0.584966.49
β0.414048.03
γ1-0.5079-0.70
γ20.84920.86
γ3-0.6551-1.27
γ40.76871.66
γ5-0.6327-1.25
γ6-0.0112-0.03
γ70.45441.48
γ8-0.6515-1.24
γ91.40531.85
γ10-13.2815-13.00
Estimation Period:
Feb 16, 2005 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts