Urbas Grupo Financiero SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:29.39% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5501 | 4.62 | |
| 0.1334 | 5.18 | |
| 0.7965 | 19.39 | |
| -0.0033 | -0.07 | |
| -0.0415 | -0.65 | |
| 0.1078 | 2.53 | |
| -0.1260 | -2.63 | |
| 0.1248 | 2.36 | |
| -0.1117 | -2.16 | |
| 0.0376 | 0.67 | |
| 0.0380 | 0.82 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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