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Servizi Italia S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, December 18, 2024 at 11:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Servizi Italia S.p.A. S0GARCH
paramt-stat
ω0.90775.48
α0.09136.13
β0.847426.19
γ1-0.1966-1.24
γ20.31561.38
γ3-0.1948-1.34
γ40.04950.32
γ50.18361.18
γ6-0.3556-2.53
γ70.40802.81
γ8-0.3240-2.41
Estimation Period:
Apr 4, 2007 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts