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Empresa Agroindustrial Pucal Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 6th, 2025:15.37% (+15.37%)
Analysis last updated: Saturday, June 7, 2025 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Empresa Agroindustrial Pucal S0GARCH
paramt-stat
ω1.73850.23
α0.40201.82
β0.57000.66
γ1-13.6609-0.05
γ2-57.0834-0.06
γ3208.05510.13
γ4-97.3549-0.08
γ5-321.5617-0.85
γ6649.847631.87
γ7-662.7651-87.58
γ8607.791960.65
γ9-874.7644-63.15
γ10903.453198.68
Estimation Period:
May 4, 2001 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts