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V-Lab

Italiaonline S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, November 7, 2019 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Italiaonline S.p.A. S0GARCH
paramt-stat
ω1.61011.32
α0.410712.50
β0.585418.71
γ1-0.7661-1.19
γ21.25241.33
γ3-0.6233-1.19
γ4-0.0078-0.02
γ50.52951.27
γ6-0.9653-2.35
γ70.87221.75
γ8-0.7558-1.52
γ90.89952.81
Estimation Period:
Aug 4, 2003 to Oct 25, 2019
Impact of return on volatility tomorrow
Volatility Forecasts