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

V-Lab

| |

V-Lab

Saipem SpA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:31.75% (-1.59%)

Analysis last updated: Saturday, May 18, 2024 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1315	7.46
$α$	0.0801	35.15
$β$	0.9826	429.44
$ν$	5	8.96

Estimation Period:
Jan 2, 1990 to May 10, 2024