Skip to main content
V-Lab

Auto Italia Holdings Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 30, 2025 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Auto Italia Holdings S0GARCH
paramt-stat
ω1.20793.23
α0.14715.59
β0.796425.45
γ1-0.7506-1.30
γ20.99591.09
γ3-0.0851-0.11
γ4-0.1294-0.22
γ5-0.6469-1.07
γ61.43712.14
γ7-1.6175-2.75
γ81.44972.33
γ9-1.1829-1.14
γ100.83140.92
Estimation Period:
Jan 2, 2007 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts