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Terna Energy Sa 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 SGARCH
paramt-stat
ω1.04274.69
α0.14136.70
β0.740223.98
γ1-0.0005-0.00
γ20.11810.36
γ3-0.2984-1.29
γ40.31311.28
γ5-0.5061-1.72
γ60.71642.33
γ7-0.2344-0.91
γ8-0.3707-1.59
γ90.47561.70
γ10-2.0082-3.87
Estimation Period:
Nov 14, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts