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Prima Industrie SpA 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 SGARCH
paramt-stat
ω0.76362.65
α0.16678.15
β0.762025.79
γ1-0.2042-1.51
γ20.35322.03
γ3-0.1832-1.99
γ4-0.0728-0.71
γ50.23142.39
γ6-0.1911-2.13
γ70.13871.44
γ8-0.6988-6.10
Estimation Period:
Oct 26, 1999 to Mar 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts