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Terna Energy Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, May 4, 2025 at 03:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Terna Energy Sa S0GARCH
paramt-stat
ω1.15253.81
α0.10025.99
β0.856329.05
γ10.07950.29
γ20.00420.01
γ3-0.2528-0.82
γ40.32681.00
γ5-0.5901-1.42
γ60.84531.87
γ7-0.4253-1.16
γ80.00890.03
γ9-0.5293-1.70
γ101.00124.90
Estimation Period:
Nov 14, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts