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Banca Carige SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, September 22, 2022 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banca Carige SpA SGARCH
paramt-stat
ω0.46834.23
α0.19135.30
β0.768916.05
γ10.26262.10
γ2-0.4384-1.99
γ30.17040.80
γ40.17250.89
γ5-0.3211-2.33
γ60.27772.79
γ7-0.2358-2.36
γ80.20781.51
γ9-0.7585-3.18
Estimation Period:
Jan 26, 1995 to Sep 16, 2022
Impact of return on volatility tomorrow
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