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Saras Raffinerie Sarde Spa 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 SGARCH
paramt-stat
ω3.888138,881,080.00
α0.52425,242,180.00
β0.47554,754,550.00
γ1-4.4116-44,116,320.00
γ213.9288139,288,200.00
γ3-50.0567-500,567,400.00
γ4-47.6324-476,324,100.00
γ5200.80722,008,072,000.00
γ684.8941848,940,700.00
γ7-372.4171-3,724,171,000.00
γ8113.89151,138,915,000.00
γ9123.57181,235,718,000.00
γ10-0.9173-9,173,150.00
Estimation Period:
May 22, 2006 to Sep 6, 2024
Impact of return on volatility tomorrow
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