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Metalurgica Peruana SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, August 17, 2023 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Metalurgica Peruana SA S0GARCH
paramt-stat
ω12.1204121,203,700.00
α0.30993,099,360.00
β0.61896,188,650.00
γ1-17.7776-177,775,500.00
γ2-18.2341-182,340,700.00
γ3-310.3247-3,103,247,000.00
γ4539.87895,398,789,000.00
γ5283.08222,830,822,000.00
γ6-333.2317-3,332,317,000.00
γ7-563.4993-5,634,993,000.00
Estimation Period:
Mar 3, 1992 to Aug 11, 2023
Impact of return on volatility tomorrow
Volatility Forecasts