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Massimo Zanetti Beverage Group S.p.A. Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 10, 2021 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Massimo Zanetti Beverage Group S.p.A. SGARCH
paramt-stat
ω3.23781.95
α0.640319.26
β0.348712.60
γ1-2.3354-0.83
γ22.00500.50
γ31.55090.60
γ4-2.6051-1.02
γ54.25071.50
γ6-10.5500-2.65
γ732.27193.89
γ8-137.1056-10.64
Estimation Period:
Jun 3, 2015 to Feb 5, 2021
Impact of return on volatility tomorrow
Volatility Forecasts