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Aesapar Fundo DE Investiment Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, June 6, 2025 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aesapar Fundo DE Investiment SGARCH
paramt-stat
ω8.75842.91
α0.7036226.60
β0.295496.98
γ1-0.9112-2.91
γ21.22372.34
γ3-0.4244-0.88
γ40.11430.19
γ5-0.5203-0.61
γ61.66421.58
γ7-2.3336-2.81
γ82.71983.65
γ9-49.6179-42.03
Estimation Period:
Dec 22, 2011 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts