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V-Lab

Falck Renewables S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 08:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Falck Renewables S.p.A. S0GARCH
paramt-stat
ω2.09165.10
α0.20367.21
β0.640714.26
γ10.35863.94
γ2-0.4429-3.10
γ30.11861.00
γ4-0.1154-1.04
γ50.17321.82
γ6-0.1152-1.63
γ70.01100.26
Estimation Period:
Feb 25, 2002 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts