Compagnie Industriali Riunite S.p.A. AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0969 | 13.29 | |
| 0.0861 | 38.52 | |
| 0.8916 | 319.35 | |
| 0.6126 | 15.00 |
Estimation Period:
Jan 1, 1990 to Feb 14, 2020
Jan 1, 1990 to Feb 14, 2020
News Impact Curve
Volatility Forecasts
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