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Inversiones Nacionales de Turi Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 15, 2021 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Inversiones Nacionales de Turi S0GARCH
paramt-stat
ω0.72380.81
α0.09301.24
β0.69162.21
γ1-95.2500-0.49
γ2206.52030.76
γ3-165.3457-1.55
γ476.28891.43
γ5-10.5502-0.19
γ6-82.5878-1.30
γ7109.16121.26
γ8-33.3602-0.45
Estimation Period:
Dec 3, 1993 to Feb 14, 2020
Impact of return on volatility tomorrow
Volatility Forecasts