V-Lab: Saipem SpA GAS-GARCH Student T Volatility Analysis

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V-Lab

Saipem SpA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:32.13% (-0.41%)

Analysis last updated: Tuesday, November 12, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.0924	7.46
$α$	0.0784	35.05
$β$	0.9828	434.47
$ν$	5	8.86

Estimation Period:
Jan 2, 1990 to Nov 8, 2024