UnipolSai SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6098 | 7.08 | |
| 0.1124 | 9.74 | |
| 0.8332 | 54.51 | |
| -0.0726 | -2.40 | |
| 0.1068 | 2.29 | |
| -0.1012 | -3.24 | |
| 0.1637 | 5.98 | |
| -0.1494 | -5.41 | |
| 0.0228 | 0.78 | |
| 0.0609 | 1.62 | |
| -0.0291 | -0.34 |
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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