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Industria Textil Piura Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Industria Textil Piura S0GARCH
paramt-stat
ω3.255332,553,440.00
α0.19771,977,260.00
β0.79307,930,270.00
γ1-19.2069-192,069,200.00
γ244.3430443,430,100.00
γ3-144.1781-1,441,781,000.00
γ4229.29722,292,972,000.00
Estimation Period:
Jan 23, 1991 to May 30, 2025
Impact of return on volatility tomorrow
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