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Tornos Holding Sa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, December 9, 2023 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tornos Holding Sa S0GARCH
paramt-stat
ω1.00577.15
α0.14565.83
β0.679411.56
γ1-0.5298-8.94
γ20.89329.21
γ3-0.5522-6.85
γ40.30044.03
γ5-0.2130-2.30
γ60.21472.02
γ7-0.1954-2.50
γ80.10782.60
Estimation Period:
Mar 15, 2001 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts