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Auto Italia Holdings 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 SGARCH
paramt-stat
ω1.42203.48
α0.26455.08
β0.611012.51
γ1-0.5467-1.36
γ20.73501.11
γ3-0.0025-0.00
γ4-0.1761-0.36
γ5-0.5898-1.15
γ61.37422.45
γ7-1.6043-3.30
γ81.54192.94
γ9-1.5174-1.71
γ102.31122.10
Estimation Period:
Jan 2, 2007 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts