Skip to main content
V-Lab

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 ·

All

graph of Industria Textil Piura S0GARCH
paramt-stat
ω0.78597,858,600.00
α0.0889888,590.00
β0.86618,661,240.00
γ1-9.9054-99,054,310.00
γ226.2327262,327,000.00
γ3-131.5912-1,315,912,000.00
γ4219.51262,195,126,000.00
Estimation Period:
Jan 23, 1991 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts