V-Lab: Lottomatica SpA/Roma MF2-GARCH Volatility Analysis

V-Lab

Lottomatica SpA/Roma MF2-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Sunday, March 21, 2021 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6686	40.67
$β$	0.0887	13.56
$γ$	0.4817	14.42
$λ_{1}$	10.0000	1.98
$λ_{2}$	0.9624	4.02
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts