Credito Valtellinese SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 19.45 | |
| 0.1539 | 20.42 | |
| 0.8240 | 221.10 | |
| 0.0442 | 3.34 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
News Impact Curve
Volatility Forecasts
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