V-Lab: Lottomatica SpA/Roma Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Lottomatica SpA/Roma Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Friday, February 21, 2020 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1378	3.70
$α$	0.4178	3.57
$β$	0.1719	1.72
$γ_{1}$	-3.8378	-0.12
$γ_{2}$	24.2681	0.43
$γ_{3}$	-49.6957	-0.98
$γ_{4}$	36.8588	0.85
$γ_{5}$	8.2377	0.29
$γ_{6}$	-33.4288	-1.46
$γ_{7}$	25.2404	1.19
$γ_{8}$	-37.4351	-1.30
$γ_{9}$	55.9076	2.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts