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V-Lab

Bio-on S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 22, 2019 at 07:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Bio-on S.p.A. S0GARCH
paramt-stat
ω1.77492.62
α0.40934.95
β0.58547.22
γ1-10.9582-1.30
γ214.18391.33
γ30.02330.00
γ4-7.8062-0.80
γ54.80690.71
γ60.07120.01
γ7-5.3097-0.64
γ823.56322.02
γ9-30.9173-2.69
Estimation Period:
Oct 24, 2014 to Oct 18, 2019
Impact of return on volatility tomorrow
Volatility Forecasts