V-Lab
Societa Cattolica di Assicurazioni SCRL MEM Volatility Analysis
Volatility Prediction for Wednesday, August 10th, 2022:8.05% (-0.19%)
Analysis last updated: Wednesday, August 10, 2022 at 06:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 15.39 | |
| 0.3035 | 56.46 | |
| 0.6965 | 159.93 |
Estimation Period:
Nov 17, 2000 to Aug 5, 2022
Nov 17, 2000 to Aug 5, 2022
News Impact Curve
Volatility Forecasts
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