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V-Lab

Civitanavi Systems S.P.A. 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. SGARCH
paramt-stat
ω1.66863.34
α0.15852.41
β0.33801.22
γ16.82080.62
γ2-1.0909-0.06
γ3-9.7531-0.51
γ43.50480.17
γ5-1.4266-0.07
γ619.09020.99
γ7-51.5476-2.55
γ887.81103.49
Estimation Period:
Feb 28, 2022 to Aug 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts