Salcef Spa GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:5.33% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 6.53 | |
| 0.2406 | 5.53 | |
| 0.7594 | 33.01 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
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