V-Lab
Societa Cattolica di Assicurazioni SCRL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, August 15th, 2022:14.00% (-0.04%)
Analysis last updated: Saturday, August 13, 2022 at 08:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0835 | 11.96 | |
| 0.8451 | 148.92 | |
| 0.0819 | 11.37 | |
| 0.0053 | 4.47 | |
| 0.0088 | 7.53 | |
| 0.9901 | 632.27 |
Estimation Period:
Nov 17, 2000 to Aug 12, 2022
Nov 17, 2000 to Aug 12, 2022
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