Skip to main content
V-Lab

Serena Energia SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, November 15, 2025 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Serena Energia SA S0GARCH
paramt-stat
ω0.95982.59
α0.10585.63
β0.861345.66
γ11.23430.64
γ2-1.1389-0.38
γ30.51180.22
γ4-3.0000-1.35
γ55.98882.64
γ6-7.2534-2.57
γ75.82811.80
γ8-2.6239-0.92
γ9-2.3167-0.97
γ105.28783.79
Estimation Period:
Jul 31, 2017 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts