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Industria Textil Piura 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 SGARCH
paramt-stat
ω59.7728597,728,100.00
α0.25842,583,970.00
β0.74167,416,030.00
γ1-6.5916-65,915,870.00
γ217.2261172,261,100.00
γ3-15.6152-156,152,100.00
γ4-62.3979-623,979,000.00
γ5-17.0608-170,608,400.00
Estimation Period:
Jan 23, 1991 to May 30, 2025
Impact of return on volatility tomorrow
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