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V-Lab

Credito Valtellinese SpA 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 SGARCH
paramt-stat
ω0.55314.71
α0.25047.58
β0.652921.22
γ1-0.0324-0.64
γ20.10311.24
γ3-0.1827-2.63
γ40.21883.41
γ5-0.1494-2.97
γ60.06011.50
γ7-0.0262-0.73
γ8-0.1611-3.08
Estimation Period:
Jan 8, 1990 to May 28, 2021
Impact of return on volatility tomorrow
Volatility Forecasts