Skip to main content
V-Lab

Milano Assicurazioni SPA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 02:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Milano Assicurazioni SPA SGARCH
paramt-stat
ω0.76773.76
α0.07215.86
β0.886044.69
γ10.10191.08
γ2-0.1692-1.30
γ30.08451.05
γ4-0.0569-0.84
γ50.05900.89
γ60.02570.33
γ70.04720.44
γ8-0.4955-2.02
Estimation Period:
Jan 1, 1990 to Jan 3, 2014
Impact of return on volatility tomorrow
Volatility Forecasts