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V-Lab

Relatech Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 12, 2024 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Relatech Spa S0GARCH
paramt-stat
ω2.15803.15
α0.38573.66
β0.27733.30
γ14.78491.81
γ2-7.0977-1.66
γ33.27460.82
γ4-0.4678-0.11
γ5-0.5267-0.12
γ6-0.9783-0.27
γ70.40270.14
γ84.33801.45
γ9-12.8893-4.22
γ1015.58037.74
Estimation Period:
Jun 28, 2019 to Dec 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts