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V-Lab

Clabo Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, June 14, 2025 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Clabo Spa S0GARCH
paramt-stat
ω0.88041.38
α0.28652.22
β0.33212.36
γ1-10.7271-0.87
γ216.45951.02
γ3-10.3104-1.39
γ411.11481.60
γ5-17.5327-1.62
γ625.93012.22
γ7-25.1241-2.98
γ87.40261.27
γ915.58982.22
γ10-19.8300-3.04
Estimation Period:
Feb 15, 2021 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts