V-Lab
Credito Valtellinese SpA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 2nd, 2021:10.72% (-0.05%)
Analysis last updated: Tuesday, June 1, 2021 at 06:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 19.45 | |
| 0.1539 | 20.42 | |
| 0.8240 | 221.10 | |
| 0.0442 | 3.34 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
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