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Banco di Sardegna SpA 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 SGARCH
paramt-stat
ω0.71853.25
α0.12228.52
β0.814834.62
γ1-0.1702-2.00
γ20.26452.30
γ3-0.1856-2.80
γ40.11491.73
γ50.04480.74
γ6-0.1412-2.80
γ70.12072.26
γ80.01890.24
Estimation Period:
Jan 8, 1990 to Sep 11, 2020
Impact of return on volatility tomorrow
Volatility Forecasts