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Credito Valtellinese SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, June 1, 2021 at 06:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credito Valtellinese SpA S0GARCH
paramt-stat
ω0.54334.83
α0.23817.38
β0.661521.31
γ1-0.0286-0.56
γ20.09601.16
γ3-0.1770-2.58
γ40.21703.43
γ5-0.1577-3.19
γ60.09132.30
γ7-0.1091-3.38
γ80.09544.72
Estimation Period:
Jan 8, 1990 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts