Compagnie Industriali Riunite S.p.A. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 17.92 | |
| 0.0535 | 20.10 | |
| 0.8944 | 336.13 | |
| 0.0658 | 10.25 |
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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