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Profuturo AFP Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, February 3, 2024 at 12:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Profuturo AFP SGARCH
paramt-stat
ω3.673236,732,240.00
α0.10721,072,300.00
β0.74907,490,210.00
γ119.7174197,174,200.00
γ2-141.7192-1,417,192,000.00
γ353.5104535,104,300.00
γ4193.08421,930,842,000.00
γ5188.70271,887,027,000.00
Estimation Period:
Dec 16, 1996 to Jan 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts