V-Lab: Lottomatica SpA/Roma GAS-GARCH Student T Volatility Analysis

V-Lab

Lottomatica SpA/Roma GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, March 1, 2021 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	172.8885	6.60
$α$	0.1331	56.42
$β$	0.9990	5,946.43
$ν$	2.0021	91,006.32

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