Parmalat SpA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 7.07 | |
| 0.0629 | 14.49 | |
| 0.9345 | 304.70 | |
| 0.0051 | 0.51 |
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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