V-Lab
Saipem SpA GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:30.95% (+1.25%)
Analysis last updated: Sunday, November 10, 2024 at 12:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2663 | 16.13 | |
| 0.1307 | 25.11 | |
| 0.8401 | 149.33 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024