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V-Lab

Servizi Italia S.p.A. 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. SGARCH
paramt-stat
ω0.84105.08
α0.10475.55
β0.820622.16
γ1-0.3969-2.06
γ20.66672.36
γ3-0.4755-2.33
γ40.27611.38
γ5-0.0680-0.35
γ60.11740.47
γ7-0.4130-1.51
γ80.80912.81
γ9-1.4789-2.71
Estimation Period:
Apr 4, 2007 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts