V-Lab: Lottomatica SpA/Roma GARCH Volatility Analysis

V-Lab

Lottomatica SpA/Roma GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, March 1, 2021 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0040	2.76
$α$	0.1154	13.20
$β$	0.8846	128.34

Estimation Period:
Dec 6, 2017 to Feb 21, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts