V-Lab: Credito Valtellinese SpA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Credito Valtellinese SpA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 2nd, 2021:5.95% (-0.12%)

Analysis last updated: Tuesday, June 1, 2021 at 06:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7866	9.69
$α$	0.1097	139.00
$β$	0.9963	2707.27
$ν$	3	205.95

Estimation Period:
Jan 8, 1990 to May 28, 2021