V-Lab: Lottomatica SpA/Roma EGARCH Volatility Analysis

V-Lab

Lottomatica SpA/Roma EGARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, March 1, 2021 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0775	4.33
$α$	0.3096	12.01
$β$	0.9740	111.33
$γ$	-0.0596	-3.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts