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Industria Macchine Automatiche SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, January 25, 2021 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industria Macchine Automatiche SpA SGARCH
paramt-stat
ω1.48785.16
α0.157010.64
β0.785238.95
γ10.00200.03
γ20.00720.07
γ3-0.0233-0.30
γ40.03630.49
γ5-0.0297-0.47
γ60.00490.07
γ70.07700.84
γ8-0.6359-4.51
Estimation Period:
Jun 12, 1995 to Jan 22, 2021
Impact of return on volatility tomorrow
Volatility Forecasts