Clabo Spa Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0122 | 1.82 | |
| 0.2839 | 2.17 | |
| 0.2554 | 1.73 | |
| -4.1110 | -0.59 | |
| 5.7961 | 0.59 | |
| -0.6694 | -0.11 | |
| -5.4384 | -0.77 | |
| 12.7654 | 1.90 | |
| -18.2682 | -3.80 | |
| 16.6804 | 4.08 | |
| 1.0956 | 0.30 |
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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