Salcef Spa AGARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:2.77% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 6.22 | |
| 0.5524 | 11.68 | |
| 0.6717 | 53.68 | |
| -0.0285 | -1.56 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
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