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

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tornos Holding Sa SGARCH
paramt-stat
ω0.98837.10
α0.14545.82
β0.680511.59
γ1-0.5410-9.13
γ20.91119.38
γ3-0.5639-6.98
γ40.30934.14
γ5-0.2189-2.35
γ60.21652.01
γ7-0.1904-2.26
γ80.08730.95
Estimation Period:
Mar 15, 2001 to Dec 8, 2023
Impact of return on volatility tomorrow
Volatility Forecasts