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Mapfre Peru Cia de Seguros y R Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 16, 2022 at 08:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mapfre Peru Cia de Seguros y R S0GARCH
paramt-stat
ω20.1615201,614,900.00
α0.003838,180.00
β0.99549,953,750.00
γ11,128.918011,289,180,000.00
γ2513.15755,131,575,000.00
γ3-6,638.7770-66,387,770,000.00
γ4-1,216.4360-12,164,360,000.00
γ515,058.9900150,589,900,000.00
γ6-117.5416-1,175,416,000.00
γ7-14,502.8600-145,028,600,000.00
γ82,940.950029,409,500,000.00
Estimation Period:
Jun 24, 1991 to Aug 12, 2022
Impact of return on volatility tomorrow
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