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Credito Artigiano SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credito Artigiano SpA S0GARCH
paramt-stat
ω0.80665.05
α0.13724.67
β0.61839.52
γ10.50700.93
γ2-0.8903-0.96
γ30.19400.30
γ40.67951.48
γ5-0.6097-1.10
γ60.37660.53
γ7-0.5942-0.88
γ80.06500.13
γ91.14442.51
γ10-1.4408-4.23
Estimation Period:
Jul 13, 1999 to Sep 7, 2012
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