Mediolanum SpA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7404 | 6.12 | |
| 0.0733 | 7.07 | |
| 0.8997 | 64.57 | |
| -0.0410 | -0.91 | |
| -0.0084 | -0.12 | |
| 0.1344 | 2.71 | |
| -0.1342 | -3.69 | |
| 0.0583 | 2.35 |
Estimation Period:
Jun 3, 1996 to Dec 23, 2015
Jun 3, 1996 to Dec 23, 2015
News Impact Curve
Volatility Forecasts
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