Skip to main content
V-Lab

Tower Investments SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:15.95% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tower Investments SA SGARCH
paramt-stat
ω0.56712.68
α0.24334.39
β0.52256.95
γ10.55840.64
γ2-1.0262-0.86
γ30.42660.63
γ40.41390.64
γ5-1.1021-1.49
γ61.23261.65
γ70.38850.52
γ8-4.6427-4.20
Estimation Period:
Jul 12, 2016 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts