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

V-Lab

Lottomatica SpA/Roma Spline-GARCH 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
$ω$	1.1395	2.85
$α$	0.4923	3.57
$β$	0.0980	1.64
$γ_{1}$	-0.3850	-0.03
$γ_{2}$	11.0420	0.40
$γ_{3}$	-34.8145	-1.22
$γ_{4}$	43.2977	1.41
$γ_{5}$	-24.6165	-1.05
$γ_{6}$	9.2041	0.47
$γ_{7}$	-46.0571	-2.00
$γ_{8}$	110.1991	2.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts