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Motores Diesel Andinos SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 16, 2021 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Motores Diesel Andinos SA SGARCH
paramt-stat
ω7.24443.19
α0.18973.27
β0.48523.76
γ115.78733.34
γ2-14.6741-1.91
γ3-1.7870-0.28
γ42.94500.49
γ5-6.8391-0.92
γ68.54000.88
γ7-5.6479-0.40
γ8-3.7490-0.21
γ925.61501.10
Estimation Period:
May 22, 2000 to Jun 25, 2021
Impact of return on volatility tomorrow
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