Parmalat SpA EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 9.19 | |
| 0.1554 | 13.52 | |
| 0.9869 | 691.11 | |
| -0.0054 | -0.97 |
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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