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Meglioquesto S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Meglioquesto S P A SGARCH
paramt-stat
ω18.8993188,993,300.00
α0.49644,963,860.00
β0.34103,410,040.00
γ1-141.1592-1,411,592,000.00
γ276.1734761,734,200.00
γ3113.83651,138,365,000.00
γ4-2.8781-28,780,920.00
γ558.7900587,899,700.00
γ6-93.3839-933,838,900.00
γ7-267.2578-2,672,578,000.00
γ8-197.3037-1,973,037,000.00
γ9-4.9302-49,301,810.00
γ1011.7260117,260,000.00
Estimation Period:
Jun 28, 2021 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts