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Inversiones Nacionales de Turi 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 SGARCH
paramt-stat
ω0.71800.87
α0.09591.27
β0.65111.86
γ1-93.5660-0.50
γ2205.96770.78
γ3-171.3945-1.65
γ491.06701.76
γ5-39.7046-0.74
γ6-23.6483-0.38
γ7-27.7972-0.33
γ8270.31302.74
Estimation Period:
Dec 3, 1993 to Feb 14, 2020
Impact of return on volatility tomorrow
Volatility Forecasts