Profuturo AFP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6732 | 36,732,240.00 | |
| 0.1072 | 1,072,300.00 | |
| 0.7490 | 7,490,210.00 | |
| 19.7174 | 197,174,200.00 | |
| -141.7192 | -1,417,192,000.00 | |
| 53.5104 | 535,104,300.00 | |
| 193.0842 | 1,930,842,000.00 | |
| 188.7027 | 1,887,027,000.00 |
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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