V-Lab
Societa Cattolica di Assicurazioni SCRL AGARCH Volatility Analysis
Volatility Prediction for Monday, August 15th, 2022:12.50% (+0.01%)
Analysis last updated: Saturday, August 13, 2022 at 08:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0799 | 12.87 | |
| 0.1553 | 35.31 | |
| 0.8329 | 226.08 | |
| 0.3944 | 8.94 |
Estimation Period:
Nov 17, 2000 to Aug 12, 2022
Nov 17, 2000 to Aug 12, 2022
News Impact Curve
Volatility Forecasts
Other Societa Cattolica di Assicurazioni SCRL Analyses