UnipolSai SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6213 | 7.21 | |
| 0.1119 | 9.94 | |
| 0.8337 | 53.05 | |
| -0.0646 | -2.14 | |
| 0.0933 | 2.01 | |
| -0.0913 | -2.93 | |
| 0.1556 | 5.70 | |
| -0.1431 | -5.21 | |
| 0.0187 | 0.66 | |
| 0.0630 | 1.91 | |
| -0.0298 | -1.02 |
Estimation Period:
Jan 1, 1990 to Jun 28, 2024
Jan 1, 1990 to Jun 28, 2024
News Impact Curve
Volatility Forecasts
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