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Unipolsai Assicurazioni Spa Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, July 4, 2024 at 08:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Unipolsai Assicurazioni Spa S0GARCH
paramt-stat
ω0.44683.76
α0.11443.85
β0.70809.62
γ1-2.1095-2.83
γ23.17643.05
γ3-1.9684-3.28
γ41.23191.72
γ5-0.2384-0.25
γ6-0.1413-0.17
Estimation Period:
Oct 4, 2017 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts