V-Lab
Saipem SpA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:24.48% (-1.09%)
Analysis last updated: Tuesday, November 12, 2024 at 09:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1627 | 14.78 | |
| 0.1160 | 25.34 | |
| 0.8527 | 167.96 | |
| 0.9402 | 17.45 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024