V-Lab: Saipem SpA MF2-GARCH Volatility Analysis

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V-Lab

Saipem SpA MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.42% (-0.28%)

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
$m$	96
$α$	0.0801	22.62
$β$	0.7691	77.26
$γ$	0.1275	13.13
$λ_{1}$	0.1173	3.36
$λ_{2}$	0.0650	3.59
$λ_{3}$	0.9194	39.71

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

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