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Unipolsai Assicurazioni Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 4, 2024 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unipolsai Assicurazioni Spa S0GARCH
paramt-stat
ω1.10044.30
α0.10246.15
β0.824826.55
γ10.04730.34
γ2-0.1680-0.91
γ30.33572.86
γ4-0.3489-1.75
γ50.24821.12
γ6-0.3232-1.90
γ70.30152.44
γ8-0.0566-0.61
γ9-0.0670-0.72
γ100.05040.63
Estimation Period:
Oct 16, 1997 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts