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V-Lab

Unieuro S.p.A. 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. SGARCH
paramt-stat
ω0.71106.32
α0.15324.34
β0.43424.13
γ11.14981.36
γ2-2.7896-2.15
γ34.23224.55
γ4-5.2010-5.51
γ53.95163.83
γ6-2.1694-2.18
γ71.10190.93
γ80.78070.37
γ9-5.0553-1.31
Estimation Period:
Apr 4, 2017 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts