Clabo Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8804 | 1.38 | |
| 0.2865 | 2.22 | |
| 0.3321 | 2.36 | |
| -10.7271 | -0.87 | |
| 16.4595 | 1.02 | |
| -10.3104 | -1.39 | |
| 11.1148 | 1.60 | |
| -17.5327 | -1.62 | |
| 25.9301 | 2.22 | |
| -25.1241 | -2.98 | |
| 7.4026 | 1.27 | |
| 15.5898 | 2.22 | |
| -19.8300 | -3.04 |
Estimation Period:
Feb 15, 2021 to Jun 13, 2025
Feb 15, 2021 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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