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Saras Raffinerie Sarde Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, September 13, 2024 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saras Raffinerie Sarde Spa S0GARCH
paramt-stat
ω1.543715,437,450.00
α0.17901,789,620.00
β0.56245,624,010.00
γ1-107.4014-1,074,014,000.00
γ2146.58441,465,844,000.00
γ338.7315387,315,300.00
γ4-297.1838-2,971,838,000.00
γ5316.60743,166,074,000.00
γ6171.58261,715,826,000.00
γ7-505.5844-5,055,844,000.00
γ8273.42992,734,299,000.00
γ9-56.6382-566,382,000.00
γ1028.0862280,861,700.00
Estimation Period:
May 22, 2006 to Sep 6, 2024
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