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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tim S.A. SGARCH
paramt-stat
ω7.94283.30
α0.530283.90
β0.467871.06
γ10.08740.22
γ2-0.3456-0.59
γ30.42511.21
γ4-0.2033-0.66
γ5-0.0486-0.17
γ60.13940.64
γ70.11590.57
γ8-0.4731-2.24
γ90.81412.69
γ10-15.5936-28.42
Estimation Period:
Sep 17, 2004 to Jun 7, 2024
Impact of return on volatility tomorrow
Volatility Forecasts