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Tecnocom Telecomunicaciones y Energia SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 5, 2017 at 05:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tecnocom Telecomunicaciones y Energia SA S0GARCH
paramt-stat
ω1.98183.60
α0.14076.56
β0.799425.61
γ10.05220.44
γ2-0.1119-0.60
γ30.21041.56
γ4-0.3302-2.59
γ50.38773.80
γ6-0.3719-4.74
γ70.21963.57
Estimation Period:
Jan 5, 1990 to May 5, 2017
Impact of return on volatility tomorrow
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