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Tecnocom Telecomunicaciones y Energia SA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 5, 2017 at 05:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tecnocom Telecomunicaciones y Energia SA SGARCH
paramt-stat
ω2.01373.61
α0.14276.59
β0.797825.62
γ10.05770.48
γ2-0.1196-0.64
γ30.21311.57
γ4-0.3281-2.56
γ50.37453.63
γ6-0.3338-3.77
γ70.11370.89
Estimation Period:
Jan 5, 1990 to May 5, 2017
Impact of return on volatility tomorrow
Volatility Forecasts