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TAS Tecnologia Avanzata dei Sistemi S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 20, 2022 at 08:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of TAS Tecnologia Avanzata dei Sistemi S.p.A. S0GARCH
paramt-stat
ω1.39833.53
α0.26427.38
β0.618216.39
γ1-0.0048-0.08
γ20.10501.16
γ3-0.1898-3.61
γ40.08542.24
γ50.03331.31
Estimation Period:
May 25, 2000 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts