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V-Lab

Unipolsai Assicurazioni Spa 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 SGARCH
paramt-stat
ω1.14884.40
α0.10116.14
β0.828827.42
γ10.08000.56
γ2-0.2211-1.19
γ30.37283.22
γ4-0.3802-1.94
γ50.27651.26
γ6-0.3481-2.05
γ70.31832.56
γ8-0.0598-0.62
γ9-0.0819-0.76
γ100.09520.44
Estimation Period:
Oct 16, 1997 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts