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V-Lab

Openjobmetis Spa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 9, 2024 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Openjobmetis Spa SGARCH
paramt-stat
ω0.75953.95
α0.32804.30
β0.41996.67
γ1-0.8816-1.05
γ21.17960.93
γ3-1.3581-1.45
γ42.83073.54
γ5-3.5130-4.00
γ63.16043.33
γ7-2.4286-2.33
γ80.82970.71
γ9-2.6981-1.44
Estimation Period:
Feb 29, 2016 to Jul 5, 2024
Impact of return on volatility tomorrow
Volatility Forecasts