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Banca Carige SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 22, 2022 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca Carige SpA S0GARCH
paramt-stat
ω1.18372.17
α0.17888.23
β0.819036.48
γ10.14460.83
γ2-0.2485-0.81
γ30.04080.14
γ40.23940.92
γ5-0.3164-1.62
γ60.24071.65
γ7-0.1169-0.78
γ8-0.2816-1.85
γ90.54234.73
Estimation Period:
Jan 26, 1995 to Sep 16, 2022
Impact of return on volatility tomorrow
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