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Sts Holding S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 9, 2024 at 12:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Sts Holding S.A. S0GARCH
paramt-stat
ω5.760957,608,920.00
α0.41774,176,760.00
β0.58235,823,240.00
γ139.7451397,451,000.00
γ221.2951212,951,000.00
γ3-12.9846-129,845,800.00
γ4-57.2787-572,786,700.00
γ5-32.2105-322,105,400.00
γ6-7.6002-76,002,100.00
γ7-12.5009-125,009,400.00
γ8110.67751,106,775,000.00
Estimation Period:
Dec 10, 2021 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts