V-Lab
Societa Cattolica di Assicurazioni SCRL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 15th, 2022:11.01% (-0.01%)
Analysis last updated: Saturday, August 13, 2022 at 08:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 18.80 | |
| 0.0777 | 12.13 | |
| 0.8748 | 225.65 | |
| 0.0916 | 10.37 |
Estimation Period:
Nov 17, 2000 to Aug 12, 2022
Nov 17, 2000 to Aug 12, 2022
News Impact Curve
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