V-Lab
Credito Valtellinese SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 2nd, 2021:11.59% (-0.19%)
Analysis last updated: Tuesday, June 1, 2021 at 06:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2330 | 27.08 | |
| 0.5103 | 39.15 | |
| -0.0250 | -1.81 | |
| 0.3216 | 1.36 | |
| 0.9471 | 1.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
Other Credito Valtellinese SpA Analyses