Parmalat SpA AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 8.75 | |
| 0.1360 | 41.49 | |
| 0.8714 | 391.80 | |
| -0.1424 | -2.78 |
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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