Mediolanum SpA Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7275 | 5.75 | |
| 0.0742 | 7.24 | |
| 0.9039 | 69.36 | |
| -0.0833 | -3.20 | |
| 0.1157 | 2.73 | |
| -0.0181 | -0.44 | |
| -0.0674 | -1.17 |
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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