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Prima Industrie SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 9, 2023 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prima Industrie SpA S0GARCH
paramt-stat
ω1.02752.43
α0.14799.24
β0.822749.49
γ1-0.1419-0.57
γ20.21920.59
γ3-0.0198-0.07
γ4-0.0968-0.41
γ5-0.1221-0.70
γ60.36531.88
γ7-0.3331-1.45
γ80.31351.46
γ9-0.7235-4.05
γ100.94508.37
Estimation Period:
Oct 26, 1999 to Mar 3, 2023
Impact of return on volatility tomorrow
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