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Tim S.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 8, 2024 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tim S.A. S0GARCH
paramt-stat
ω4.05243.95
α0.371478.60
β0.6265140.91
γ1-0.1744-0.34
γ2-0.0554-0.07
γ30.40510.97
γ4-0.2124-0.66
γ5-0.0536-0.19
γ60.16010.68
γ70.03130.13
γ8-0.1159-0.42
γ9-3.4694-10.51
γ106.860327.68
Estimation Period:
Sep 17, 2004 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts