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Pargesa Holding SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, December 15, 2020 at 03:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pargesa Holding SA S0GARCH
paramt-stat
ω1.66445.11
α0.09128.53
β0.876662.85
γ1-0.0009-0.02
γ20.04750.62
γ3-0.1123-2.01
γ40.13693.12
γ5-0.1307-3.07
γ60.08982.17
γ7-0.0329-1.09
Estimation Period:
Jan 3, 1990 to Nov 20, 2020
Impact of return on volatility tomorrow
Volatility Forecasts