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V-Lab

Sts Holding S.A. 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. SGARCH
paramt-stat
ω99.9915999,915,300.00
α0.69236,923,420.00
β0.28732,873,120.00
γ1-60.2860-602,859,800.00
γ2-62.8066-628,065,500.00
γ336.5044365,044,100.00
γ4288.22382,882,238,000.00
γ5396.84833,968,483,000.00
γ6-142.0326-1,420,326,000.00
γ7-1,531.7810-15,317,810,000.00
γ8-3,648.1670-36,481,670,000.00
γ9-1,216.2060-12,162,060,000.00
Estimation Period:
Dec 10, 2021 to Feb 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts