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Banco di Sardegna SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, September 16, 2020 at 06:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banco di Sardegna SpA S0GARCH
paramt-stat
ω0.73833.30
α0.12148.49
β0.815433.42
γ1-0.1611-1.90
γ20.25052.18
γ3-0.1767-2.66
γ40.10741.62
γ50.05420.90
γ6-0.1612-3.24
γ70.17203.34
γ8-0.1315-2.97
Estimation Period:
Jan 8, 1990 to Sep 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts