Parmalat SpA Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 4.95 | |
| 0.1739 | 24.15 | |
| 0.7991 | 101.84 | |
| 0.0406 | 3.86 |
Estimation Period:
Oct 6, 2005 to Feb 22, 2019
Oct 6, 2005 to Feb 22, 2019
News Impact Curve
Volatility Forecasts
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