Skip to main content
V-Lab

Textil San Cristobal SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 3, 2019 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Textil San Cristobal SA S0GARCH
paramt-stat
ω1.18490.00
α0.53790.00
β0.46210.00
γ1-692.0410-0.00
γ2822.55890.00
γ3-130.7981-0.00
γ4-22.1007-0.00
γ5-226.4602-0.00
γ6999.77790.00
γ7-1,873.6190-0.01
γ81,724.59900.01
Estimation Period:
Nov 29, 1994 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts