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Industria Macchine Automatiche SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 25, 2021 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industria Macchine Automatiche SpA S0GARCH
paramt-stat
ω1.70003.59
α0.15858.79
β0.817953.30
γ1-0.0982-0.65
γ20.18180.85
γ3-0.1457-1.06
γ40.08430.61
γ50.00520.04
γ6-0.0834-0.63
γ70.14750.90
γ8-0.1162-0.61
γ9-0.2795-1.69
γ100.57755.94
Estimation Period:
Jun 12, 1995 to Jan 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts