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Civitanavi Systems S.P.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 3, 2024 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Civitanavi Systems S.P.A. S0GARCH
paramt-stat
ω1.63493.43
α0.16262.33
β0.30510.98
γ16.28590.83
γ2-2.1937-0.20
γ3-7.8256-0.78
γ41.37130.12
γ513.69691.12
γ6-24.8123-1.59
γ718.68731.62
Estimation Period:
Feb 28, 2022 to Aug 23, 2024
Impact of return on volatility tomorrow
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