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Mapfre Peru Cia de Seguros y R 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 SGARCH
paramt-stat
ω95.6081956,081,300.00
α0.39713,971,150.00
β0.20132,013,120.00
γ1127.63181,276,318,000.00
γ2-836.0555-8,360,555,000.00
γ32,185.130021,851,300,000.00
γ4-7,382.2480-73,822,480,000.00
Estimation Period:
Jun 24, 1991 to Aug 12, 2022
Impact of return on volatility tomorrow
Volatility Forecasts