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UnipolSai SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, July 5, 2024 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UnipolSai SpA S0GARCH
paramt-stat
ω0.62137.21
α0.11199.94
β0.833753.05
γ1-0.0646-2.14
γ20.09332.01
γ3-0.0913-2.93
γ40.15565.70
γ5-0.1431-5.21
γ60.01870.66
γ70.06301.91
γ8-0.0298-1.02
Estimation Period:
Jan 1, 1990 to Jun 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts