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V-Lab

Unieuro S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, January 9, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Unieuro S.p.A. S0GARCH
paramt-stat
ω0.69786.04
α0.17434.35
β0.45015.00
γ11.09061.25
γ2-2.7566-2.06
γ34.29134.42
γ4-5.2576-5.32
γ54.02793.76
γ6-2.3952-2.42
γ71.71931.75
γ8-0.8136-0.64
γ90.03440.03
Estimation Period:
Apr 4, 2017 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts