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Premafin Finanziaria SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, January 29, 2016 at 03:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premafin Finanziaria SpA SGARCH
paramt-stat
ω0.35945.06
α0.17977.73
β0.715318.09
γ1-0.1293-1.96
γ20.14321.56
γ3-0.0647-1.02
γ40.01860.27
γ50.10251.40
γ6-0.1136-1.54
γ70.24302.46
γ8-0.6085-3.36
Estimation Period:
Jan 8, 1990 to Jan 3, 2014
Impact of return on volatility tomorrow
Volatility Forecasts