Compagnie Industriali Riunite S.p.A. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 7.35 | |
| 0.0904 | 9.60 | |
| 0.8786 | 67.69 | |
| -0.0139 | -3.20 | |
| 0.0188 | 3.05 | |
| -0.0054 | -1.70 |
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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