Profuturo AFP Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8941 | 8,940,570.00 | |
| 0.8700 | 8,700,370.00 | |
| 0.0638 | 637,570.00 | |
| -87.0026 | -870,025,800.00 | |
| 145.7146 | 1,457,146,000.00 |
Estimation Period:
Dec 16, 1996 to Jan 26, 2024
Dec 16, 1996 to Jan 26, 2024
News Impact Curve
Volatility Forecasts
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