V-Lab: Lottomatica SpA/Roma Asy. MEM Volatility Analysis

V-Lab

Lottomatica SpA/Roma Asy. MEM Volatility Analysis

This asset is not actively trading

Analysis last updated: Friday, February 21, 2020 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	0.85
$α$	0.2353	23.72
$β$	0.7774	99.59
$γ$	-0.0253	-1.27

Estimation Period:
Dec 6, 2017 to Feb 21, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts