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V-Lab

Sul America Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 29, 2022 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sul America Sa S0GARCH
paramt-stat
ω2.45152.66
α0.05141.46
β0.75125.12
γ16.35861.84
γ2-8.5395-1.58
γ33.95860.86
γ4-2.8084-0.59
γ50.39180.11
γ60.68900.33
γ72.31580.97
γ8-4.3131-1.29
γ92.26580.90
Estimation Period:
Apr 4, 2017 to Dec 23, 2022
Impact of return on volatility tomorrow
Volatility Forecasts