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Luxottica Group SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 28, 2019 at 06:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Luxottica Group SpA S0GARCH
paramt-stat
ω1.12523.66
α0.06576.30
β0.889046.80
γ1-0.1101-0.57
γ2-0.0309-0.12
γ30.58652.99
γ4-0.8653-4.32
γ50.59473.45
γ6-0.2484-1.39
γ70.25121.37
γ8-0.5020-3.31
γ90.51754.83
Estimation Period:
Dec 1, 2000 to Feb 22, 2019
Impact of return on volatility tomorrow
Volatility Forecasts