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Mediaset Espana Comunicacion SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 5, 2023 at 02:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mediaset Espana Comunicacion SA S0GARCH
paramt-stat
ω0.91925.96
α0.10577.28
β0.784427.55
γ10.22473.98
γ2-0.3604-4.40
γ30.13352.33
γ40.04850.82
γ5-0.0585-1.06
γ60.00990.27
Estimation Period:
Jun 23, 2004 to Apr 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts