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V-Lab

Relatech Spa Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 12, 2024 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Relatech Spa SGARCH
paramt-stat
ω0.63234.26
α0.15372.90
β0.01960.12
γ1-10.9869-1.77
γ219.00942.11
γ3-16.5503-2.37
γ413.03122.02
γ5-8.2518-1.34
γ610.98641.53
γ7-14.8070-1.54
γ815.58311.39
γ9-25.9588-2.56
γ1052.17485.04
Estimation Period:
Feb 17, 2021 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts