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V-Lab

Textil San Cristobal SA 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 SGARCH
paramt-stat
ω100.00001,000,000,000.00
α0.27112,711,070.00
β0.72897,288,930.00
γ11,026.652010,266,520,000.00
γ2-3,304.1860-33,041,860,000.00
γ33,777.100037,771,000,000.00
γ4-1,459.2820-14,592,820,000.00
γ5-1,202.6740-12,026,740,000.00
γ69,398.491093,984,910,000.00
γ7-23,613.5500-236,135,500,000.00
γ8-35,199.4100-351,994,100,000.00
Estimation Period:
Nov 29, 1994 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts